+81.4%
ILMN vs AEIS
-2.1%
+83.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.3% | -7.7% | +1.5% |
| 7D | -2.6% | +1.0% | -3.5% | -2.8% |
| 30D | -20.6% | -24.0% | +3.4% | -18.3% |
| 3M | +17.5% | -32.5% | +50.0% | +21.9% |
| 6M | +55.6% | -38.6% | +94.2% | +61.1% |
| YTD | +68.3% | +4.8% | +63.5% | +52.8% |
| All | +81.4% | -2.1% | +83.5% | +67.2% |
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