+287.0%
AEM vs LUNR
+51.5%
+235.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.9% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | +8.5% | -11.3% | +19.7% | +8.6% |
| 3M | +29.3% | -44.9% | +74.2% | +30.2% |
| 6M | -12.9% | -17.3% | +4.4% | -12.8% |
| YTD | +16.8% | -9.9% | +26.7% | +16.8% |
| 1Y | +29.8% | +76.1% | -46.3% | +29.3% |
| 3Y | +336.7% | +240.0% | +96.7% | +332.6% |
| All | +287.0% | +51.5% | +235.5% | +283.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling