+24.3%
ILMN vs AJG
+473.1%
-448.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | -5.4% | -8.3% | +2.9% | -1.8% |
| 30D | +7.0% | -5.7% | +12.7% | +9.7% |
| 3M | +24.2% | +9.1% | +15.1% | +18.8% |
| 6M | +69.9% | +15.2% | +54.7% | +57.9% |
| YTD | +57.4% | -6.3% | +63.7% | +59.6% |
| 1Y | +107.9% | -19.1% | +127.0% | +124.0% |
| 3Y | +37.1% | +8.2% | +28.9% | +20.6% |
| 5Y | -53.7% | +75.6% | -129.3% | -69.9% |
| All | +24.3% | +473.1% | -448.8% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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