+540.0%
AEM vs LULU
+691.8%
-151.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +27.3% | -18.8% | +46.1% | +29.5% |
| 6M | -9.7% | -39.2% | +29.5% | -5.6% |
| YTD | +19.0% | -52.4% | +71.3% | +27.1% |
| 1Y | +31.5% | -40.3% | +71.8% | +37.0% |
| 3Y | +338.7% | -75.1% | +413.8% | +389.3% |
| 5Y | +307.4% | -76.7% | +384.2% | +350.3% |
| 10Y | +370.9% | +52.7% | +318.1% | +308.9% |
| All | +540.0% | +691.8% | -151.8% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling