-52.8%
ILMN vs AEE
+39.8%
-92.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.2% | -3.6% |
| 7D | +1.9% | +1.3% | +0.6% | +1.4% |
| 30D | +12.3% | -1.2% | +13.5% | +12.7% |
| 3M | +33.5% | +1.0% | +32.5% | +32.5% |
| 6M | +69.4% | -2.3% | +71.6% | +69.7% |
| YTD | +60.9% | +9.1% | +51.8% | +53.3% |
| 1Y | +115.0% | +10.6% | +104.4% | +103.0% |
| 3Y | +37.0% | +48.5% | -11.5% | +7.1% |
| All | -52.8% | +39.8% | -92.5% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling