+59.7%
ILMN vs AEE
+211.4%
-151.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -9.8% | +3.0% | -12.8% | -10.7% |
| 30D | -22.7% | +11.2% | -34.0% | -25.6% |
| 3M | +12.1% | +7.0% | +5.1% | +9.2% |
| 6M | +51.5% | +5.7% | +45.8% | +47.7% |
| YTD | +63.9% | +16.2% | +47.6% | +53.9% |
| 1Y | +76.6% | +12.0% | +64.5% | +68.1% |
| 3Y | +124.6% | +63.4% | +61.2% | +81.6% |
| 5Y | -42.7% | +56.0% | -98.8% | -52.6% |
| 10Y | +59.7% | +217.4% | -157.7% | +8.5% |
| All | +59.7% | +211.4% | -151.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling