+999.9%
ILMN vs AFL
+1,502.0%
-502.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -22.7% | +8.6% | -31.4% | -25.1% |
| 3M | +8.6% | +5.3% | +3.3% | +6.2% |
| 6M | +43.8% | +10.0% | +33.8% | +38.2% |
| YTD | +59.8% | +16.5% | +43.2% | +50.1% |
| 1Y | +71.8% | +12.7% | +59.1% | +63.2% |
| 3Y | +119.0% | +65.5% | +53.5% | +79.5% |
| 5Y | -43.8% | +148.5% | -192.3% | -60.4% |
| 10Y | +56.4% | +339.2% | -282.8% | -15.0% |
| All | +999.9% | +1,502.0% | -502.1% | +226.0% |
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