+170.5%
AEP vs LYV
+564.6%
-394.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.9% | -1.9% | +1.0% | -0.8% |
| 30D | -1.1% | -8.2% | +7.1% | -0.4% |
| 3M | -3.3% | -1.3% | -2.0% | -3.2% |
| 6M | -4.6% | +2.6% | -7.2% | -5.0% |
| YTD | +9.4% | +19.4% | -10.0% | +7.6% |
| 1Y | +16.9% | -2.2% | +19.2% | +16.7% |
| 3Y | +76.6% | +106.0% | -29.4% | +64.3% |
| 5Y | +66.2% | +97.7% | -31.5% | +52.6% |
| All | +170.5% | +564.6% | -394.1% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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