+66.4%
AEP vs LNG
+229.3%
-162.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -1.0% | -4.5% | +3.5% | -0.6% |
| 30D | -0.1% | +4.7% | -4.8% | -0.6% |
| 3M | -3.2% | +15.1% | -18.4% | -4.6% |
| 6M | -5.3% | +13.6% | -18.8% | -6.7% |
| YTD | +9.5% | +44.0% | -34.4% | +5.4% |
| 1Y | +17.5% | +18.4% | -0.9% | +15.2% |
| 3Y | +77.0% | +75.9% | +1.1% | +65.5% |
| 5Y | +66.4% | +231.7% | -165.3% | +47.0% |
| All | +66.4% | +229.3% | -162.9% | +47.0% |
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 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