+94.2%
ILMN vs AEIS
+117.1%
-23.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | +0.7% |
| 7D | -9.7% | -11.3% | +1.6% | -6.7% |
| 30D | -20.4% | -32.6% | +12.2% | -11.7% |
| 3M | +10.0% | -39.2% | +49.2% | +24.2% |
| 6M | +49.5% | -45.4% | +94.8% | +69.7% |
| YTD | +62.5% | -5.8% | +68.3% | +46.9% |
| 1Y | +76.0% | -10.0% | +86.0% | +61.6% |
| 3Y | +94.2% | +121.2% | -27.0% | +14.0% |
| All | +94.2% | +117.1% | -23.0% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling