+11.9%
GDX vs AEP
+8.4%
+3.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | -3.8% | +4.8% | -8.6% | -4.5% |
| 3M | -5.4% | +5.4% | -10.8% | -6.5% |
| 6M | -12.7% | +0.4% | -13.1% | -12.9% |
| YTD | -0.7% | +15.5% | -16.2% | -3.7% |
| 1Y | +11.9% | +8.5% | +3.4% | +15.4% |
| All | +11.9% | +8.4% | +3.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling