+18.7%
AEM vs LULU
-31.7%
+50.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.8% | +4.9% | +8.9% |
| 7D | +0.2% | +6.5% | -6.3% | -0.7% |
| 30D | +0.1% | +20.3% | -20.2% | -2.7% |
| 3M | +22.1% | -8.9% | +31.0% | +23.2% |
| 6M | +2.4% | -13.1% | +15.6% | +4.3% |
| YTD | +8.9% | -46.1% | +55.0% | +15.3% |
| 1Y | +18.7% | -30.3% | +48.9% | +11.4% |
| All | +18.7% | -31.7% | +50.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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