+93.9%
ILMN vs AEIS
+6.2%
+87.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.1% | +6.2% | -3.0% |
| 7D | -21.6% | -12.7% | -8.9% | -19.7% |
| 30D | -22.9% | -28.8% | +6.0% | -19.5% |
| 3M | +11.6% | -38.0% | +49.6% | +17.9% |
| 6M | +62.5% | -45.3% | +107.8% | +72.8% |
| YTD | +72.7% | +1.1% | +71.6% | +57.5% |
| 1Y | +93.9% | +8.6% | +85.2% | +72.3% |
| All | +93.9% | +6.2% | +87.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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