+37.0%
ILMN vs AIG
+34.0%
+3.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.9% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | +12.3% | -5.2% | +17.5% | +13.5% |
| 3M | +33.5% | +1.5% | +32.1% | +33.1% |
| 6M | +69.4% | -3.9% | +73.3% | +70.3% |
| YTD | +60.9% | -11.6% | +72.5% | +64.6% |
| 1Y | +115.0% | -2.9% | +117.9% | +113.5% |
| 3Y | +37.0% | +33.7% | +3.3% | +24.4% |
| All | +37.0% | +34.0% | +3.0% | +24.4% |
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 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