-17.7%
AEIS vs LUMN
-62.6%
+45.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -11.0% | -1.3% | -8.8% |
| 7D | -22.6% | -16.9% | -5.7% | -17.8% |
| 30D | -38.7% | -32.7% | -6.0% | -31.0% |
| 3M | -43.6% | -34.5% | -9.0% | -36.5% |
| 6M | -46.2% | -56.9% | +10.6% | -32.8% |
| YTD | -11.2% | -48.8% | +37.5% | +4.5% |
| 1Y | -17.7% | -63.4% | +45.7% | +2.2% |
| All | -17.7% | -62.6% | +45.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling