-45.5%
ILMN vs AEE
+52.8%
-98.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -9.7% | +2.1% | -11.8% | -10.4% |
| 30D | -20.4% | +11.4% | -31.8% | -23.6% |
| 3M | +10.0% | +5.0% | +5.1% | +7.8% |
| 6M | +49.5% | +4.4% | +45.0% | +46.1% |
| YTD | +62.5% | +15.4% | +47.1% | +51.3% |
| 1Y | +76.0% | +13.8% | +62.2% | +64.9% |
| 3Y | +94.2% | +58.0% | +36.2% | +47.2% |
| All | -45.5% | +52.8% | -98.4% | -55.7% |
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