+112.2%
ILMN vs AIG
+35.3%
+76.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.2% |
| 7D | -2.6% | -3.4% | +0.8% | -2.1% |
| 30D | -20.6% | +3.4% | -24.0% | -21.2% |
| 3M | +17.5% | +1.7% | +15.7% | +16.9% |
| 6M | +55.6% | +5.7% | +49.9% | +53.6% |
| YTD | +68.3% | -5.1% | +73.5% | +69.4% |
| 1Y | +81.1% | +6.1% | +75.1% | +77.3% |
| 3Y | +112.2% | +35.5% | +76.7% | +133.5% |
| All | +112.2% | +35.3% | +76.8% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling