+773.4%
AEP vs LVS
+55.3%
+718.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.1% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +3.2% | +10.0% | -6.8% | +2.6% |
| 3M | +3.8% | -11.0% | +14.8% | +4.4% |
| 6M | +2.5% | -20.1% | +22.7% | +3.7% |
| YTD | +15.5% | -36.3% | +51.8% | +18.2% |
| 1Y | +9.6% | -36.8% | +46.4% | +12.2% |
| 3Y | +91.2% | -9.5% | +100.7% | +90.1% |
| 5Y | +88.2% | +9.3% | +78.9% | +82.7% |
| 10Y | +205.1% | -11.0% | +216.0% | +193.7% |
| All | +773.4% | +55.3% | +718.1% | +679.0% |
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