+1,972.3%
LNG vs AEIS
+2,641.0%
-668.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.8% | -8.3% | -5.9% |
| 7D | -6.2% | +8.1% | -14.3% | -7.4% |
| 30D | +8.0% | -11.1% | +19.1% | +9.7% |
| 3M | +16.9% | -5.6% | +22.6% | +15.9% |
| 6M | +8.7% | -0.6% | +9.3% | +5.6% |
| YTD | +43.0% | +38.0% | +5.0% | +30.5% |
| 1Y | +19.4% | +87.2% | -67.8% | +2.4% |
| 3Y | +74.7% | +179.7% | -105.0% | +35.8% |
| 5Y | +222.4% | +241.7% | -19.3% | +137.1% |
| 10Y | +532.2% | +547.2% | -15.0% | +290.8% |
| All | +1,972.3% | +2,641.0% | -668.8% | +584.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling