+304.9%
AEM vs LNG
+228.1%
+76.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.4% |
| 6M | -9.7% | +11.7% | -21.3% | -12.0% |
| YTD | +19.0% | +44.2% | -25.3% | +10.1% |
| 1Y | +31.5% | +18.6% | +12.9% | +26.4% |
| 3Y | +338.7% | +77.4% | +261.3% | +281.2% |
| All | +304.9% | +228.1% | +76.7% | +243.9% |
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 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