+233.6%
GDX vs AEP
+64.9%
+168.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.9% | +0.9% | +1.0% | +1.5% |
| 30D | +9.9% | +1.5% | +8.4% | +9.1% |
| 3M | +28.2% | -1.7% | +29.9% | +28.6% |
| 6M | -2.9% | -4.0% | +1.1% | -1.8% |
| YTD | +16.0% | +10.6% | +5.4% | +10.0% |
| 1Y | +49.9% | +18.6% | +31.3% | +37.5% |
| 3Y | +263.6% | +78.7% | +184.9% | +168.3% |
| 5Y | +233.6% | +65.1% | +168.5% | +164.5% |
| All | +233.6% | +64.9% | +168.7% | +164.5% |
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