+6.7%
GDX vs AEP
+8.9%
-2.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.8% | +2.9% | -9.7% | -7.1% |
| 30D | -2.1% | +3.2% | -5.3% | -2.6% |
| 3M | -7.5% | +3.8% | -11.3% | -8.3% |
| 6M | -15.2% | +2.5% | -17.7% | -15.9% |
| YTD | -4.8% | +15.5% | -20.3% | -7.0% |
| 1Y | +6.7% | +9.6% | -2.9% | +9.4% |
| All | +6.7% | +8.9% | -2.2% | +9.4% |
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