+735.4%
AEP vs LVS
+69.2%
+666.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.8% | -1.5% | +3.3% | +1.9% |
| 30D | -0.8% | -3.2% | +2.4% | -0.6% |
| 3M | -1.8% | -12.0% | +10.1% | -1.2% |
| 6M | -5.4% | -19.9% | +14.5% | -4.3% |
| YTD | +10.4% | -30.6% | +41.1% | +12.5% |
| 1Y | +18.2% | -17.7% | +35.9% | +19.0% |
| 3Y | +79.0% | -14.2% | +93.2% | +78.6% |
| 5Y | +64.8% | +9.6% | +55.2% | +59.9% |
| 10Y | +170.8% | +5.7% | +165.2% | +158.2% |
| All | +735.4% | +69.2% | +666.2% | +641.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling