+1,028.0%
ILMN vs AFL
+1,503.6%
-475.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | -9.8% | +2.1% | -11.9% | -10.5% |
| 30D | -22.7% | +10.6% | -33.3% | -25.6% |
| 3M | +12.1% | +4.4% | +7.7% | +9.9% |
| 6M | +51.5% | +13.1% | +38.4% | +44.1% |
| YTD | +63.9% | +16.6% | +47.2% | +53.8% |
| 1Y | +76.6% | +13.8% | +62.7% | +67.2% |
| 3Y | +124.6% | +65.7% | +58.9% | +84.0% |
| 5Y | -42.7% | +153.1% | -195.8% | -59.9% |
| 10Y | +59.7% | +335.9% | -276.2% | -13.0% |
| All | +1,028.0% | +1,503.6% | -475.6% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling