+93.9%
ILMN vs AIG
+6.0%
+87.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -4.8% |
| 7D | -21.6% | +2.3% | -23.8% | -21.5% |
| 30D | -22.9% | +8.8% | -31.6% | -22.8% |
| 3M | +11.6% | +3.7% | +7.9% | +11.8% |
| 6M | +62.5% | +6.8% | +55.8% | +63.3% |
| YTD | +72.7% | -2.6% | +75.4% | +69.5% |
| 1Y | +93.9% | +3.7% | +90.1% | +88.8% |
| All | +93.9% | +6.0% | +87.9% | +88.8% |
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