+56.0%
ILMN vs AEE
+222.5%
-166.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -2.9% | +1.7% | -4.6% | -3.4% |
| 30D | -23.8% | +9.7% | -33.6% | -26.3% |
| 3M | +7.5% | +5.9% | +1.5% | +5.1% |
| 6M | +42.8% | +6.7% | +36.1% | +38.8% |
| YTD | +57.8% | +17.4% | +40.5% | +47.7% |
| 1Y | +72.6% | +12.7% | +59.9% | +64.0% |
| 3Y | +129.3% | +68.2% | +61.1% | +83.3% |
| 5Y | -44.5% | +57.3% | -101.8% | -54.2% |
| All | +56.0% | +222.5% | -166.5% | +5.0% |
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