+355.1%
AEM vs LULU
+53.6%
+301.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.7% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | +8.4% | -18.1% | +26.6% | +9.8% |
| 3M | +27.3% | -18.8% | +46.1% | +28.8% |
| 6M | -9.7% | -39.2% | +29.5% | -6.8% |
| YTD | +19.0% | -52.4% | +71.3% | +24.4% |
| 1Y | +31.5% | -40.3% | +71.8% | +35.3% |
| 3Y | +338.7% | -75.1% | +413.8% | +374.3% |
| 5Y | +307.4% | -76.7% | +384.2% | +337.5% |
| All | +355.1% | +53.6% | +301.5% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling