+56.0%
ILMN vs AFL
+339.8%
-283.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -2.9% | +2.9% | -5.7% | -3.7% |
| 30D | -23.8% | +8.0% | -31.8% | -25.8% |
| 3M | +7.5% | +5.9% | +1.6% | +5.2% |
| 6M | +42.8% | +11.6% | +31.1% | +37.0% |
| YTD | +57.8% | +17.5% | +40.3% | +48.5% |
| 1Y | +72.6% | +13.3% | +59.3% | +64.4% |
| 3Y | +129.3% | +67.0% | +62.3% | +89.8% |
| 5Y | -44.5% | +150.6% | -195.1% | -60.3% |
| All | +56.0% | +339.8% | -283.7% | -0.9% |
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