+238.4%
GDX vs AEE
+40.3%
+198.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +1.9% | +1.1% | +0.8% | +1.4% |
| 30D | +9.9% | 0.0% | +9.9% | +9.8% |
| 3M | +28.2% | -0.9% | +29.1% | +28.2% |
| 6M | -2.9% | -2.4% | -0.5% | -2.4% |
| YTD | +16.0% | +8.6% | +7.3% | +10.6% |
| 1Y | +49.9% | +10.2% | +39.7% | +41.9% |
| 3Y | +263.6% | +47.8% | +215.7% | +191.5% |
| All | +238.4% | +40.3% | +198.2% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling