+298.6%
AEM vs LUNR
+54.8%
+243.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.4% |
| 7D | +3.0% | +0.5% | +2.5% | +3.0% |
| 30D | +12.5% | -5.3% | +17.8% | +12.5% |
| 3M | +26.9% | -45.6% | +72.6% | +27.9% |
| 6M | -9.4% | -17.4% | +7.9% | -9.3% |
| YTD | +20.3% | -7.9% | +28.2% | +20.3% |
| 1Y | +33.8% | +77.6% | -43.9% | +33.2% |
| 3Y | +349.8% | +247.4% | +102.4% | +345.4% |
| All | +298.6% | +54.8% | +243.8% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling