A milling attachment on a lathe is inherently weak because it is a 'bolt on' attachment. Also, it is much easier to set up a mill to do milling tasks. And as JR said, you won't have the speed needed for small end mills in softer material (most lathes max RPM is around 2500, recommended SFM for a 1/4" HSS end mill in aluminum is 600-1,000. 500 ...
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