+18.2%
AEP vs LVS
-18.2%
+36.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.8% | -1.5% | +3.3% | +1.7% |
| 30D | -0.8% | -3.2% | +2.4% | -1.0% |
| 3M | -1.8% | -12.0% | +10.1% | -2.4% |
| 6M | -5.4% | -19.9% | +14.5% | -6.1% |
| YTD | +10.4% | -30.6% | +41.1% | +10.1% |
| 1Y | +18.2% | -17.7% | +35.9% | +17.9% |
| All | +18.2% | -18.2% | +36.3% | +17.9% |
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