+72.6%
ILMN vs AEIS
+4.7%
+68.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.5% |
| 7D | -2.9% | +11.5% | -14.4% | -4.9% |
| 30D | -23.8% | -15.8% | -8.1% | -22.3% |
| 3M | +7.5% | -33.3% | +40.8% | +11.6% |
| 6M | +42.8% | -35.2% | +78.0% | +46.4% |
| YTD | +57.8% | +5.0% | +52.8% | +43.2% |
| 1Y | +72.6% | +8.5% | +64.1% | +55.2% |
| All | +72.6% | +4.7% | +68.0% | +55.2% |
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