+11.2%
LUMN vs AEE
+806.8%
-795.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | +2.5% | -0.8% | +3.3% | +2.9% |
| 30D | +10.3% | -2.9% | +13.3% | +11.8% |
| 3M | -18.3% | -2.4% | -15.8% | -17.8% |
| 6M | +4.4% | -2.7% | +7.1% | +4.6% |
| YTD | -10.7% | +7.3% | -17.9% | -14.5% |
| 1Y | +14.0% | +7.5% | +6.4% | +8.3% |
| 3Y | +406.6% | +46.2% | +360.4% | +313.7% |
| 5Y | -36.8% | +39.7% | -76.5% | -47.0% |
| 10Y | -56.2% | +191.3% | -247.4% | -73.9% |
| All | +11.2% | +806.8% | -795.5% | -56.9% |
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