+330.6%
AEM vs LNG
+74.3%
+256.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -5.0% | -4.5% | -0.6% | -5.0% |
| 30D | +8.5% | +4.7% | +3.8% | +8.3% |
| 3M | +29.3% | +15.1% | +14.1% | +28.3% |
| 6M | -12.9% | +13.6% | -26.5% | -14.7% |
| YTD | +16.8% | +44.0% | -27.2% | +9.4% |
| 1Y | +29.8% | +18.4% | +11.5% | +26.2% |
| All | +330.6% | +74.3% | +256.4% | +259.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling