+1,730.5%
AEP vs LNG
+1,119.0%
+611.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -4.7% | +3.7% | -0.9% |
| 30D | -1.1% | +3.8% | -4.9% | -1.1% |
| 3M | -3.3% | +16.2% | -19.4% | -3.5% |
| 6M | -4.6% | +11.7% | -16.3% | -4.9% |
| YTD | +9.4% | +44.2% | -34.8% | +8.7% |
| 1Y | +16.9% | +18.6% | -1.6% | +16.5% |
| 3Y | +76.6% | +77.4% | -0.8% | +74.7% |
| 5Y | +66.2% | +232.3% | -166.1% | +62.5% |
| 10Y | +174.7% | +550.1% | -375.4% | +164.8% |
| All | +1,730.5% | +1,119.0% | +611.5% | +1,592.5% |
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