+259.7%
GDX vs AEE
+49.7%
+210.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.2% |
| 7D | +4.0% | +1.3% | +2.6% | +3.5% |
| 30D | +9.5% | -1.2% | +10.7% | +9.9% |
| 3M | +25.1% | +1.0% | +24.1% | +24.0% |
| 6M | -2.9% | -2.3% | -0.7% | -2.5% |
| YTD | +14.7% | +9.1% | +5.6% | +9.9% |
| 1Y | +47.4% | +10.6% | +36.9% | +40.3% |
| 3Y | +259.7% | +48.5% | +211.2% | +186.1% |
| All | +259.7% | +49.7% | +210.0% | +186.1% |
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