+24.3%
ILMN vs AFL
+303.3%
-278.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -5.4% | -1.6% | -3.7% | -4.9% |
| 30D | +7.0% | -4.0% | +11.1% | +8.3% |
| 3M | +24.2% | -0.5% | +24.7% | +24.1% |
| 6M | +69.9% | +6.5% | +63.4% | +65.5% |
| YTD | +57.4% | +6.2% | +51.2% | +53.3% |
| 1Y | +107.9% | +8.3% | +99.6% | +100.7% |
| 3Y | +37.1% | +62.5% | -25.4% | +14.3% |
| 5Y | -53.7% | +136.2% | -189.8% | -66.3% |
| All | +24.3% | +303.3% | -278.9% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling