+326.3%
GDX vs AEIS
+332.3%
-6.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.7% | +0.4% |
| 7D | -6.8% | +11.5% | -18.3% | -8.6% |
| 30D | -2.1% | -15.8% | +13.6% | +0.1% |
| 3M | -7.5% | -33.3% | +25.8% | -1.8% |
| 6M | -15.2% | -35.2% | +20.0% | -10.5% |
| YTD | -4.8% | +5.0% | -9.8% | -7.7% |
| 1Y | +6.7% | +8.5% | -1.7% | +2.9% |
| 3Y | +212.7% | +152.9% | +59.9% | +157.0% |
| 5Y | +151.7% | +144.6% | +7.0% | +104.1% |
| All | +326.3% | +332.3% | -6.1% | +191.9% |
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