+1,028.0%
ILMN vs AEE
+871.7%
+156.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -9.8% | +3.0% | -12.8% | -11.0% |
| 30D | -22.7% | +11.2% | -34.0% | -26.4% |
| 3M | +12.1% | +7.0% | +5.1% | +8.4% |
| 6M | +51.5% | +5.7% | +45.8% | +46.6% |
| YTD | +63.9% | +16.2% | +47.6% | +51.5% |
| 1Y | +76.6% | +12.0% | +64.5% | +65.9% |
| 3Y | +124.6% | +63.4% | +61.2% | +74.9% |
| 5Y | -42.7% | +56.0% | -98.8% | -54.5% |
| 10Y | +59.7% | +217.4% | -157.7% | -14.1% |
| All | +1,028.0% | +871.7% | +156.3% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling