+294.3%
AEM vs LUNR
+48.7%
+245.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.9% |
| 7D | -2.1% | -3.1% | +1.0% | -2.1% |
| 30D | +8.4% | -15.3% | +23.8% | +8.7% |
| 3M | +27.3% | -53.2% | +80.5% | +28.5% |
| 6M | -9.7% | -22.2% | +12.6% | -9.5% |
| YTD | +19.0% | -11.6% | +30.5% | +19.0% |
| 1Y | +31.5% | +68.4% | -36.9% | +31.0% |
| 3Y | +338.7% | +216.8% | +121.9% | +334.7% |
| All | +294.3% | +48.7% | +245.6% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling