+592.0%
LULU vs AEIS
+1,355.1%
-763.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.4% |
| 7D | -20.4% | -0.2% | -20.2% | -20.5% |
| 30D | -22.9% | -16.4% | -6.5% | -18.7% |
| 3M | -18.5% | -11.1% | -7.4% | -19.2% |
| 6M | -41.8% | -12.0% | -29.8% | -43.0% |
| YTD | -53.4% | +30.9% | -84.3% | -61.5% |
| 1Y | -40.9% | +74.3% | -115.2% | -56.9% |
| 3Y | -75.6% | +165.2% | -240.7% | -85.6% |
| 5Y | -77.2% | +220.0% | -297.3% | -87.8% |
| 10Y | +49.5% | +527.7% | -478.2% | -48.9% |
| All | +592.0% | +1,355.1% | -763.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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