+21.2%
ILMN vs AIG
+65.5%
-44.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -9.2% | -2.4% | -6.8% | -8.6% |
| 30D | +4.4% | -2.9% | +7.3% | +5.2% |
| 3M | +23.9% | +0.8% | +23.1% | +23.5% |
| 6M | +64.5% | -2.7% | +67.2% | +65.3% |
| YTD | +53.5% | -11.2% | +64.6% | +57.5% |
| 1Y | +110.8% | -1.5% | +112.3% | +109.4% |
| 3Y | +30.7% | +34.4% | -3.7% | +18.1% |
| 5Y | -54.8% | +54.4% | -109.3% | -61.2% |
| All | +21.2% | +65.5% | -44.3% | -7.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling