+27.6%
ILMN vs AEIS
+546.3%
-518.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -4.2% |
| 7D | +1.9% | +8.1% | -6.2% | -0.7% |
| 30D | +12.3% | -11.1% | +23.4% | +15.9% |
| 3M | +33.5% | -5.6% | +39.2% | +31.5% |
| 6M | +69.4% | -0.6% | +70.0% | +60.7% |
| YTD | +60.9% | +38.0% | +22.9% | +33.6% |
| 1Y | +115.0% | +87.2% | +27.7% | +58.1% |
| 3Y | +37.0% | +179.7% | -142.7% | -15.9% |
| 5Y | -53.1% | +241.7% | -294.9% | -73.7% |
| 10Y | +27.6% | +547.2% | -519.6% | -53.3% |
| All | +27.6% | +546.3% | -518.8% | -53.3% |
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