+6,345.0%
LNG vs AEE
+818.5%
+5,526.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -6.7% | +1.1% | -7.8% | -7.2% |
| 30D | +3.9% | 0.0% | +3.9% | +3.8% |
| 3M | +15.5% | -0.9% | +16.4% | +15.7% |
| 6M | +10.5% | -2.4% | +12.9% | +11.1% |
| YTD | +43.0% | +8.6% | +34.3% | +37.2% |
| 1Y | +18.9% | +10.2% | +8.7% | +13.2% |
| 3Y | +74.7% | +47.8% | +26.8% | +45.5% |
| 5Y | +231.2% | +40.1% | +191.1% | +177.5% |
| 10Y | +544.5% | +195.0% | +349.5% | +247.1% |
| All | +6,345.0% | +818.5% | +5,526.6% | +2,791.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling