+48.7%
LUNR vs AEIS
+222.1%
-173.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.8% | -4.0% |
| 7D | -3.1% | +2.3% | -5.4% | -4.1% |
| 30D | -15.3% | -14.8% | -0.5% | -9.4% |
| 3M | -53.2% | -15.6% | -37.6% | -50.6% |
| 6M | -22.2% | -8.7% | -13.5% | -21.6% |
| YTD | -11.6% | +37.3% | -48.9% | -26.3% |
| 1Y | +68.4% | +80.3% | -11.9% | +26.5% |
| 3Y | +216.8% | +177.9% | +38.8% | +104.1% |
| All | +48.7% | +222.1% | -173.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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