+24.4%
LNG vs AIG
-4.5%
+28.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +3.4% | -0.9% | +4.4% | +3.5% |
| 30D | +14.9% | -4.9% | +19.7% | +15.1% |
| 3M | +21.4% | +4.5% | +16.9% | +21.1% |
| 6M | +17.8% | -1.4% | +19.2% | +18.0% |
| YTD | +51.3% | -9.8% | +61.1% | +52.7% |
| 1Y | +24.4% | -4.5% | +29.0% | +26.1% |
| All | +24.4% | -4.5% | +28.9% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling