+213.5%
GDX vs AEE
+63.2%
+150.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | -6.2% | +8.8% | -15.0% | -8.9% |
| 3M | -10.0% | +5.1% | -15.1% | -11.7% |
| 6M | -15.8% | +5.2% | -20.9% | -17.6% |
| YTD | -4.6% | +16.1% | -20.7% | -10.4% |
| 1Y | +4.0% | +10.4% | -6.4% | -0.2% |
| All | +213.5% | +63.2% | +150.3% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling