+10.8%
AEP vs LNG
+42.0%
-31.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | 0.0% |
| 7D | +0.8% | -1.9% | +2.7% | +0.9% |
| 30D | +7.9% | +6.2% | +1.7% | +7.4% |
| 3M | +1.5% | +13.7% | -12.3% | +0.3% |
| 6M | -2.6% | +7.5% | -10.1% | -4.3% |
| YTD | +14.7% | +51.3% | -36.6% | +7.9% |
| 1Y | +10.8% | +42.6% | -31.9% | +6.9% |
| All | +10.8% | +42.0% | -31.2% | +6.9% |
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