+8.5%
LVS vs AEE
+38.5%
-30.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -6.8% | -2.0% | -4.9% | -6.5% |
| 3M | -15.6% | -2.8% | -12.8% | -15.3% |
| 6M | -20.6% | -3.6% | -17.0% | -20.3% |
| YTD | -33.4% | +7.3% | -40.7% | -34.7% |
| 1Y | -20.1% | +8.7% | -28.8% | -22.0% |
| 3Y | -7.4% | +46.0% | -53.4% | -14.4% |
| 5Y | +8.5% | +39.8% | -31.3% | -3.7% |
| All | +8.5% | +38.5% | -30.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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