+1,045.4%
ILMN vs AIG
-92.4%
+1,137.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.4% |
| 7D | +1.2% | -0.9% | +2.2% | +1.4% |
| 30D | +9.2% | -4.9% | +14.1% | +10.0% |
| 3M | +29.8% | +4.5% | +25.4% | +28.9% |
| 6M | +69.2% | -1.4% | +70.6% | +69.4% |
| YTD | +66.4% | -9.8% | +76.2% | +68.4% |
| 1Y | +123.4% | -4.5% | +127.9% | +123.8% |
| 3Y | +33.2% | +37.4% | -4.3% | +26.1% |
| 5Y | -52.0% | +55.0% | -106.9% | -55.5% |
| 10Y | +33.6% | +63.7% | -30.1% | +18.2% |
| All | +1,045.4% | -92.4% | +1,137.8% | +2,121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling