+93.9%
ILMN vs AFL
+18.6%
+75.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -4.7% |
| 7D | -21.6% | +2.9% | -24.5% | -21.2% |
| 30D | -22.9% | +11.5% | -34.4% | -21.8% |
| 3M | +11.6% | +0.6% | +11.0% | +12.3% |
| 6M | +62.5% | +11.7% | +50.9% | +62.6% |
| YTD | +72.7% | +15.4% | +57.3% | +70.3% |
| 1Y | +93.9% | +17.6% | +76.3% | +89.7% |
| All | +93.9% | +18.6% | +75.3% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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