+76.6%
AEP vs LULU
-75.0%
+151.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | 0.0% |
| 7D | -0.9% | -1.6% | +0.7% | -1.0% |
| 30D | -1.1% | -18.1% | +17.1% | -1.7% |
| 3M | -3.3% | -18.8% | +15.5% | -3.9% |
| 6M | -4.6% | -39.2% | +34.6% | -6.1% |
| YTD | +9.4% | -52.4% | +61.8% | +7.0% |
| 1Y | +16.9% | -40.3% | +57.2% | +15.1% |
| 3Y | +76.6% | -75.1% | +151.7% | +69.7% |
| All | +76.6% | -75.0% | +151.7% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling