+23.4%
ILMN vs AIG
+65.5%
-42.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.0% |
| 7D | -3.9% | -1.4% | -2.4% | -3.5% |
| 30D | +6.9% | -3.3% | +10.2% | +7.8% |
| 3M | +28.1% | +2.2% | +25.9% | +27.2% |
| 6M | +65.0% | -2.1% | +67.1% | +65.5% |
| YTD | +56.3% | -11.2% | +67.5% | +60.4% |
| 1Y | +108.7% | -2.1% | +110.8% | +107.8% |
| 3Y | +33.1% | +34.4% | -1.3% | +20.2% |
| 5Y | -54.1% | +53.7% | -107.8% | -60.5% |
| All | +23.4% | +65.5% | -42.0% | -5.4% |
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