+1,314.2%
AAOI vs LNG
+228.1%
+1,086.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | -4.7% | +4.5% | +1.5% |
| 30D | -23.7% | +3.8% | -27.5% | -25.2% |
| 3M | -39.0% | +16.2% | -55.2% | -43.5% |
| 6M | -17.0% | +11.7% | -28.7% | -21.8% |
| YTD | +202.2% | +44.2% | +158.0% | +156.4% |
| 1Y | +292.4% | +18.6% | +273.8% | +259.9% |
| 3Y | +804.4% | +77.4% | +727.0% | +635.9% |
| All | +1,314.2% | +228.1% | +1,086.1% | +969.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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