+3,515.1%
AEM vs LUMN
+156.1%
+3,359.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | +8.4% | +10.3% | -1.9% | +7.7% |
| 3M | +27.3% | -18.3% | +45.5% | +28.6% |
| 6M | -9.7% | +4.4% | -14.0% | -10.2% |
| YTD | +19.0% | -10.7% | +29.6% | +18.7% |
| 1Y | +31.5% | +14.0% | +17.5% | +28.4% |
| 3Y | +338.7% | +406.6% | -67.9% | +252.1% |
| 5Y | +307.4% | -36.8% | +344.2% | +287.6% |
| 10Y | +370.9% | -56.2% | +427.0% | +343.6% |
| All | +3,515.1% | +156.1% | +3,359.0% | +3,273.9% |
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