+39.2%
AEM vs LNG
+23.0%
+16.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.0% |
| 7D | -0.5% | +3.4% | -3.9% | +0.6% |
| 30D | +24.0% | +14.9% | +9.1% | +29.4% |
| 3M | +16.1% | +21.4% | -5.3% | +23.5% |
| 6M | -11.6% | +17.8% | -29.4% | -8.7% |
| YTD | +21.5% | +51.3% | -29.7% | +25.1% |
| 1Y | +39.2% | +24.4% | +14.7% | +36.6% |
| All | +39.2% | +23.0% | +16.1% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling