+259.7%
GDX vs AEP
+80.6%
+179.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +4.0% | +2.0% | +1.9% | +3.2% |
| 30D | +9.5% | +0.5% | +9.0% | +9.2% |
| 3M | +25.1% | -0.3% | +25.4% | +24.7% |
| 6M | -2.9% | -3.5% | +0.5% | -2.2% |
| YTD | +14.7% | +11.3% | +3.5% | +9.2% |
| 1Y | +47.4% | +20.2% | +27.2% | +35.5% |
| 3Y | +259.7% | +79.8% | +179.9% | +158.0% |
| All | +259.7% | +80.6% | +179.1% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling