+59.7%
ILMN vs ALLE
+217.2%
-157.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.4% |
| 7D | -9.8% | +0.1% | -9.9% | -9.8% |
| 30D | -22.7% | +25.9% | -48.7% | -31.4% |
| 3M | +12.1% | +14.9% | -2.8% | +4.0% |
| 6M | +51.5% | +42.1% | +9.4% | +25.6% |
| YTD | +63.9% | +20.4% | +43.5% | +45.9% |
| 1Y | +76.6% | +14.9% | +61.7% | +61.1% |
| 3Y | +124.6% | +90.1% | +34.5% | +58.3% |
| 5Y | -42.7% | +53.0% | -95.7% | -56.2% |
| 10Y | +59.7% | +208.8% | -149.2% | -2.8% |
| All | +59.7% | +217.2% | -157.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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