+349.2%
GDX vs AEP
+206.3%
+142.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | -3.8% | +4.8% | -8.6% | -5.3% |
| 3M | -5.4% | +5.4% | -10.8% | -7.2% |
| 6M | -12.7% | +0.4% | -13.1% | -13.2% |
| YTD | -0.7% | +15.5% | -16.2% | -5.8% |
| 1Y | +11.9% | +8.5% | +3.4% | +8.3% |
| 3Y | +223.9% | +84.6% | +139.3% | +161.8% |
| 5Y | +163.2% | +86.9% | +76.3% | +113.6% |
| 10Y | +349.2% | +205.1% | +144.0% | +197.3% |
| All | +349.2% | +206.3% | +142.8% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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