+31.5%
AEM vs LNG
+19.2%
+12.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -2.1% | -4.7% | +2.5% | -3.5% |
| 30D | +8.4% | +3.8% | +4.6% | +9.8% |
| 3M | +27.3% | +16.2% | +11.1% | +33.5% |
| 6M | -9.7% | +11.7% | -21.3% | -8.0% |
| YTD | +19.0% | +44.2% | -25.3% | +19.9% |
| 1Y | +31.5% | +18.6% | +12.9% | +27.9% |
| All | +31.5% | +19.2% | +12.3% | +27.9% |
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 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