+355.1%
AEM vs LNG
+562.2%
-207.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -2.1% | -4.7% | +2.5% | -1.6% |
| 30D | +8.4% | +3.8% | +4.6% | +7.8% |
| 3M | +27.3% | +16.2% | +11.1% | +24.5% |
| 6M | -9.7% | +11.7% | -21.3% | -11.8% |
| YTD | +19.0% | +44.2% | -25.3% | +11.5% |
| 1Y | +31.5% | +18.6% | +12.9% | +27.0% |
| 3Y | +338.7% | +77.4% | +261.3% | +294.1% |
| 5Y | +307.4% | +232.3% | +75.2% | +235.4% |
| All | +355.1% | +562.2% | -207.1% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling