+77.4%
LNG vs AEE
+46.3%
+31.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.7% | -0.8% | -3.9% | -4.5% |
| 30D | +3.8% | -2.9% | +6.7% | +4.8% |
| 3M | +16.2% | -2.4% | +18.6% | +16.9% |
| 6M | +11.7% | -2.7% | +14.4% | +12.2% |
| YTD | +44.2% | +7.3% | +36.9% | +39.6% |
| 1Y | +18.6% | +7.5% | +11.0% | +14.5% |
| 3Y | +77.4% | +46.2% | +31.2% | +57.3% |
| All | +77.4% | +46.3% | +31.1% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling