+170.5%
AEP vs LVS
0.0%
+170.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.1% |
| 7D | -0.9% | -3.5% | +2.5% | -0.8% |
| 30D | -1.1% | -6.2% | +5.2% | -0.8% |
| 3M | -3.3% | -14.8% | +11.6% | -2.6% |
| 6M | -4.6% | -20.9% | +16.2% | -3.7% |
| YTD | +9.4% | -33.0% | +42.5% | +11.4% |
| 1Y | +16.9% | -20.0% | +37.0% | +17.8% |
| 3Y | +76.6% | -6.9% | +83.6% | +75.3% |
| 5Y | +66.2% | +9.1% | +57.1% | +61.2% |
| All | +170.5% | 0.0% | +170.5% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling