+2,831.6%
AEIS vs LUMN
+86.7%
+2,744.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.4% |
| 7D | +2.3% | +2.5% | -0.3% | +1.6% |
| 30D | -14.8% | +10.3% | -25.1% | -17.1% |
| 3M | -15.6% | -18.3% | +2.7% | -11.1% |
| 6M | -8.7% | +4.4% | -13.1% | -10.6% |
| YTD | +37.3% | -10.7% | +48.0% | +37.0% |
| 1Y | +80.3% | +14.0% | +66.4% | +65.4% |
| 3Y | +177.9% | +406.6% | -228.6% | +14.1% |
| 5Y | +235.8% | -36.8% | +272.6% | +179.1% |
| 10Y | +558.6% | -56.2% | +614.8% | +426.8% |
| All | +2,831.6% | +86.7% | +2,744.9% | +1,291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling