-51.4%
ILMN vs AEIS
+219.5%
-270.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.4% |
| 7D | +1.2% | +3.0% | -1.7% | +0.2% |
| 30D | +9.2% | -14.6% | +23.8% | +14.5% |
| 3M | +29.8% | -12.4% | +42.3% | +30.7% |
| 6M | +69.2% | -15.0% | +84.2% | +68.5% |
| YTD | +66.4% | +34.3% | +32.1% | +33.1% |
| 1Y | +123.4% | +87.4% | +36.0% | +50.9% |
| 3Y | +33.2% | +139.8% | -106.6% | -24.1% |
| All | -51.4% | +219.5% | -270.9% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling