+338.7%
AEM vs LVS
-7.9%
+346.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -2.1% | -3.5% | +1.3% | -1.8% |
| 30D | +8.4% | -6.2% | +14.7% | +9.0% |
| 3M | +27.3% | -14.8% | +42.1% | +28.9% |
| 6M | -9.7% | -20.9% | +11.2% | -8.0% |
| YTD | +19.0% | -33.0% | +52.0% | +22.2% |
| 1Y | +31.5% | -20.0% | +51.5% | +34.1% |
| 3Y | +338.7% | -6.9% | +345.6% | +339.8% |
| All | +338.7% | -7.9% | +346.6% | +339.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling