+77.4%
LNG vs AON
-7.5%
+84.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.5% |
| 7D | -4.7% | -6.3% | +1.6% | -3.6% |
| 30D | +3.8% | -14.1% | +17.9% | +6.4% |
| 3M | +16.2% | -9.5% | +25.6% | +17.4% |
| 6M | +11.7% | -4.0% | +15.7% | +11.4% |
| YTD | +44.2% | -13.8% | +58.0% | +47.0% |
| 1Y | +18.6% | -18.3% | +36.8% | +22.4% |
| 3Y | +77.4% | -7.2% | +84.6% | +81.3% |
| All | +77.4% | -7.5% | +84.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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