+10.8%
AEP vs LVS
-31.5%
+42.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | 0.0% |
| 7D | +0.8% | +13.4% | -12.6% | +1.8% |
| 30D | +7.9% | +12.2% | -4.2% | +8.9% |
| 3M | +1.5% | -10.7% | +12.2% | +0.7% |
| 6M | -2.6% | -19.8% | +17.2% | -4.1% |
| YTD | +14.7% | -35.8% | +50.4% | +14.0% |
| 1Y | +10.8% | -31.8% | +42.6% | +8.4% |
| All | +10.8% | -31.5% | +42.3% | +8.4% |
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