+59.7%
ILMN vs AIG
+72.2%
-12.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.0% | -3.5% |
| 7D | -9.8% | +2.2% | -12.0% | -10.4% |
| 30D | -22.7% | +6.9% | -29.6% | -24.3% |
| 3M | +12.1% | +6.8% | +5.3% | +9.8% |
| 6M | +51.5% | +9.2% | +42.2% | +47.2% |
| YTD | +63.9% | -1.9% | +65.8% | +63.3% |
| 1Y | +76.6% | +9.7% | +66.9% | +70.5% |
| 3Y | +124.6% | +37.9% | +86.7% | +101.6% |
| 5Y | -42.7% | +56.8% | -99.5% | -51.0% |
| 10Y | +59.7% | +67.6% | -7.9% | +32.0% |
| All | +59.7% | +72.2% | -12.6% | +32.0% |
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