-53.1%
ILMN vs AFL
+134.0%
-187.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | +12.3% | -7.1% | +19.4% | +15.0% |
| 3M | +33.5% | +0.4% | +33.1% | +32.8% |
| 6M | +69.4% | +4.5% | +64.8% | +65.3% |
| YTD | +60.9% | +6.1% | +54.9% | +55.9% |
| 1Y | +115.0% | +10.6% | +104.4% | +104.3% |
| 3Y | +37.0% | +64.0% | -27.0% | +8.7% |
| 5Y | -53.1% | +133.7% | -186.9% | -69.6% |
| All | -53.1% | +134.0% | -187.1% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling