+173.4%
GDX vs AEP
+82.8%
+90.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +11.5% | -0.8% | +12.3% | +11.8% |
| 30D | -3.1% | +4.9% | -8.0% | -5.2% |
| 3M | -4.4% | +4.9% | -9.3% | -6.5% |
| 6M | -8.6% | -0.3% | -8.3% | -9.0% |
| YTD | +0.8% | +14.3% | -13.4% | -5.7% |
| 1Y | +14.7% | +7.5% | +7.1% | +10.2% |
| 3Y | +228.8% | +82.6% | +146.1% | +141.1% |
| 5Y | +173.4% | +81.5% | +91.9% | +115.7% |
| All | +173.4% | +82.8% | +90.5% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling