+41.2%
ILMN vs AEE
+49.6%
-8.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +9.2% | -2.3% | +11.5% | +9.6% |
| 3M | +29.8% | +0.2% | +29.6% | +29.5% |
| 6M | +69.2% | -4.7% | +74.0% | +70.3% |
| YTD | +66.4% | +8.1% | +58.3% | +62.4% |
| 1Y | +123.4% | +8.5% | +114.9% | +117.6% |
| All | +41.2% | +49.6% | -8.4% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling