+37.0%
ILMN vs AFL
+64.2%
-27.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.9% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | +12.3% | -7.1% | +19.4% | +14.2% |
| 3M | +33.5% | +0.4% | +33.1% | +32.8% |
| 6M | +69.4% | +4.5% | +64.8% | +66.0% |
| YTD | +60.9% | +6.1% | +54.9% | +56.8% |
| 1Y | +115.0% | +10.6% | +104.4% | +106.0% |
| 3Y | +37.0% | +64.0% | -27.0% | +16.3% |
| All | +37.0% | +64.2% | -27.2% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling