+59.7%
ILMN vs AEIS
+347.9%
-288.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -3.0% |
| 7D | -9.8% | -6.9% | -2.9% | -7.9% |
| 30D | -22.7% | -23.2% | +0.5% | -16.1% |
| 3M | +12.1% | -29.5% | +41.5% | +23.6% |
| 6M | +51.5% | -37.9% | +89.4% | +68.8% |
| YTD | +63.9% | +6.0% | +57.9% | +47.0% |
| 1Y | +76.6% | +1.2% | +75.3% | +60.8% |
| 3Y | +124.6% | +150.0% | -25.4% | +41.6% |
| 5Y | -42.7% | +141.9% | -184.6% | -64.3% |
| 10Y | +59.7% | +356.2% | -296.5% | -31.3% |
| All | +59.7% | +347.9% | -288.3% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling