+123.4%
ILMN vs AIG
-4.5%
+127.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.5% |
| 7D | +1.2% | -0.9% | +2.2% | +1.2% |
| 30D | +9.2% | -4.9% | +14.1% | +9.2% |
| 3M | +29.8% | +4.5% | +25.4% | +30.1% |
| 6M | +69.2% | -1.4% | +70.6% | +68.6% |
| YTD | +66.4% | -9.8% | +76.2% | +64.4% |
| 1Y | +123.4% | -4.5% | +127.9% | +117.6% |
| All | +123.4% | -4.5% | +127.9% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling