+1,853.3%
AEM vs LVS
+67.7%
+1,785.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | +13.1% | -3.9% | +17.0% | +13.6% |
| 3M | +24.8% | -12.9% | +37.6% | +26.4% |
| 6M | -8.2% | -16.9% | +8.7% | -6.7% |
| YTD | +19.8% | -31.2% | +51.1% | +24.0% |
| 1Y | +32.1% | -16.4% | +48.5% | +33.8% |
| 3Y | +348.2% | -4.4% | +352.6% | +343.2% |
| 5Y | +297.5% | +6.7% | +290.8% | +281.3% |
| 10Y | +343.3% | +1.4% | +341.8% | +310.3% |
| All | +1,853.3% | +67.7% | +1,785.6% | +1,303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling