+72.6%
ILMN vs AEE
+12.0%
+60.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.0% |
| 7D | -2.9% | +1.7% | -4.6% | -2.5% |
| 30D | -23.8% | +9.7% | -33.6% | -22.5% |
| 3M | +7.5% | +5.9% | +1.5% | +9.6% |
| 6M | +42.8% | +6.7% | +36.1% | +45.7% |
| YTD | +57.8% | +17.4% | +40.5% | +58.4% |
| 1Y | +72.6% | +12.7% | +59.9% | +80.4% |
| All | +72.6% | +12.0% | +60.6% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling