+76.6%
AEP vs LYV
+109.4%
-32.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.9% | -1.9% | +1.0% | -0.9% |
| 30D | -1.1% | -8.2% | +7.1% | -0.8% |
| 3M | -3.3% | -1.3% | -2.0% | -3.3% |
| 6M | -4.6% | +2.6% | -7.2% | -4.8% |
| YTD | +9.4% | +19.4% | -10.0% | +8.5% |
| 1Y | +16.9% | -2.2% | +19.2% | +17.0% |
| 3Y | +76.6% | +106.0% | -29.4% | +66.1% |
| All | +76.6% | +109.4% | -32.8% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling