+606.9%
LULU vs AEE
+355.0%
+252.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | -0.8% | -0.9% | -1.3% |
| 30D | -18.1% | -2.9% | -15.2% | -17.1% |
| 3M | -18.8% | -2.4% | -16.4% | -18.0% |
| 6M | -39.2% | -2.7% | -36.5% | -38.9% |
| YTD | -52.4% | +7.3% | -59.6% | -54.4% |
| 1Y | -40.3% | +7.5% | -47.8% | -43.0% |
| 3Y | -75.1% | +46.2% | -121.3% | -80.1% |
| 5Y | -76.7% | +39.7% | -116.5% | -81.3% |
| 10Y | +52.7% | +191.3% | -138.5% | -25.9% |
| All | +606.9% | +355.0% | +252.0% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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