+2,176.5%
AEM vs LNG
+1,108.8%
+1,067.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -1.3% |
| 7D | +4.3% | -6.2% | +10.5% | +4.5% |
| 30D | +13.1% | +8.0% | +5.1% | +12.9% |
| 3M | +24.8% | +16.9% | +7.9% | +24.4% |
| 6M | -8.2% | +8.7% | -16.9% | -8.5% |
| YTD | +19.8% | +43.0% | -23.2% | +18.9% |
| 1Y | +32.1% | +19.4% | +12.6% | +31.4% |
| 3Y | +348.2% | +74.7% | +273.5% | +342.5% |
| 5Y | +297.5% | +222.4% | +75.0% | +287.7% |
| 10Y | +343.3% | +532.2% | -188.9% | +325.7% |
| All | +2,176.5% | +1,108.8% | +1,067.6% | +2,067.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling