+106.0%
LYV vs AEE
+46.3%
+59.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.9% | -0.8% | -1.2% | -1.8% |
| 30D | -8.2% | -2.9% | -5.3% | -7.8% |
| 3M | -1.3% | -2.4% | +1.1% | -1.0% |
| 6M | +2.6% | -2.7% | +5.3% | +2.9% |
| YTD | +19.4% | +7.3% | +12.1% | +17.5% |
| 1Y | -2.2% | +7.5% | -9.8% | -3.7% |
| 3Y | +106.0% | +46.2% | +59.8% | +92.5% |
| All | +106.0% | +46.3% | +59.8% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling