+39.2%
AEM vs LVS
-18.2%
+57.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | +24.0% | -3.2% | +27.2% | +24.6% |
| 3M | +16.1% | -12.0% | +28.1% | +18.1% |
| 6M | -11.6% | -19.9% | +8.3% | -8.9% |
| YTD | +21.5% | -30.6% | +52.2% | +26.3% |
| 1Y | +39.2% | -17.7% | +56.9% | +47.1% |
| All | +39.2% | -18.2% | +57.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling