+56.0%
ILMN vs AIG
+67.5%
-11.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.9% | +6.6% | -9.4% | -4.5% |
| 30D | -23.8% | +7.0% | -30.8% | -25.3% |
| 3M | +7.5% | +9.7% | -2.2% | +4.5% |
| 6M | +42.8% | +10.8% | +32.0% | +38.2% |
| YTD | +57.8% | -1.3% | +59.1% | +57.0% |
| 1Y | +72.6% | +8.4% | +64.2% | +67.3% |
| 3Y | +129.3% | +39.0% | +90.3% | +105.4% |
| 5Y | -44.5% | +59.6% | -104.1% | -52.7% |
| All | +56.0% | +67.5% | -11.5% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling