+231.7%
LNG vs AEIS
+219.6%
+12.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.1% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | +4.7% | -16.4% | +21.1% | +6.3% |
| 3M | +15.1% | -11.1% | +26.3% | +14.9% |
| 6M | +13.6% | -12.0% | +25.6% | +12.5% |
| YTD | +44.0% | +30.9% | +13.1% | +33.2% |
| 1Y | +18.4% | +74.3% | -56.0% | +3.3% |
| 3Y | +75.9% | +165.2% | -89.3% | +37.1% |
| 5Y | +231.7% | +220.0% | +11.6% | +141.6% |
| All | +231.7% | +219.6% | +12.1% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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