+86.2%
AEP vs LVS
+8.6%
+77.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.2% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +3.2% | +10.0% | -6.8% | +3.0% |
| 3M | +3.8% | -11.0% | +14.8% | +4.1% |
| 6M | +2.5% | -20.1% | +22.7% | +3.0% |
| YTD | +15.5% | -36.3% | +51.8% | +16.8% |
| 1Y | +9.6% | -36.8% | +46.4% | +10.9% |
| 3Y | +91.2% | -9.5% | +100.7% | +89.9% |
| All | +86.2% | +8.6% | +77.6% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling