+299.9%
AEM vs LVS
+3.5%
+296.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.8% |
| 7D | -5.0% | -4.3% | -0.8% | -4.7% |
| 30D | +8.5% | -6.8% | +15.3% | +9.2% |
| 3M | +29.3% | -15.6% | +44.9% | +31.2% |
| 6M | -12.9% | -20.6% | +7.7% | -11.2% |
| YTD | +16.8% | -33.4% | +50.2% | +20.7% |
| 1Y | +29.8% | -20.1% | +50.0% | +32.2% |
| 3Y | +336.7% | -7.4% | +344.2% | +333.9% |
| 5Y | +299.9% | +8.5% | +291.4% | +288.6% |
| All | +299.9% | +3.5% | +296.4% | +288.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling