+512.5%
AEP vs LULU
+697.8%
-185.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | +0.9% | -16.9% | +17.8% | +2.2% |
| 30D | +1.5% | -22.0% | +23.5% | +3.3% |
| 3M | -1.7% | -17.8% | +16.2% | -0.5% |
| 6M | -4.0% | -41.3% | +37.2% | -0.5% |
| YTD | +10.6% | -52.0% | +62.6% | +16.4% |
| 1Y | +18.6% | -39.8% | +58.4% | +22.2% |
| 3Y | +78.7% | -74.8% | +153.5% | +94.7% |
| 5Y | +65.1% | -76.3% | +141.4% | +78.3% |
| 10Y | +177.7% | +53.9% | +123.8% | +142.7% |
| All | +512.5% | +697.8% | -185.2% | +245.9% |
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