+1,058.8%
ILMN vs AIG
-92.0%
+1,150.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.1% |
| 3M | +17.5% | +1.7% | +15.7% | +17.0% |
| 6M | +55.6% | +5.7% | +49.9% | +53.9% |
| YTD | +68.3% | -5.1% | +73.5% | +68.9% |
| 1Y | +81.1% | +6.1% | +75.1% | +78.7% |
| 3Y | +112.2% | +35.5% | +76.7% | +101.1% |
| 5Y | -42.6% | +51.9% | -94.5% | -46.8% |
| 10Y | +70.5% | +68.2% | +2.3% | +50.0% |
| All | +1,058.8% | -92.0% | +1,150.8% | +2,127.4% |
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 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