+326.3%
GDX vs AEE
+222.5%
+103.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -6.8% | +1.7% | -8.5% | -7.3% |
| 30D | -2.1% | +9.7% | -11.9% | -4.8% |
| 3M | -7.5% | +5.9% | -13.4% | -9.1% |
| 6M | -15.2% | +6.7% | -21.9% | -17.0% |
| YTD | -4.8% | +17.4% | -22.2% | -9.6% |
| 1Y | +6.7% | +12.7% | -5.9% | +2.6% |
| 3Y | +212.7% | +68.2% | +144.5% | +165.5% |
| 5Y | +151.7% | +57.3% | +94.4% | +118.4% |
| All | +326.3% | +222.5% | +103.8% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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