+1,319.3%
AEM vs LYV
+1,446.8%
-127.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | +8.4% | -8.2% | +16.6% | +9.4% |
| 3M | +27.3% | -1.3% | +28.6% | +27.4% |
| 6M | -9.7% | +2.6% | -12.3% | -9.9% |
| YTD | +19.0% | +19.4% | -0.5% | +16.9% |
| 1Y | +31.5% | -2.2% | +33.7% | +31.4% |
| 3Y | +338.7% | +106.0% | +232.7% | +306.8% |
| 5Y | +307.4% | +97.7% | +209.8% | +273.0% |
| 10Y | +370.9% | +560.5% | -189.6% | +258.8% |
| All | +1,319.3% | +1,446.8% | -127.6% | +842.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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