+211.5%
GDX vs AEP
+735.9%
-524.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.8% |
| 6M | -2.9% | -3.5% | +0.5% | -2.1% |
| YTD | +14.7% | +11.3% | +3.5% | +9.5% |
| 1Y | +47.4% | +20.2% | +27.2% | +36.3% |
| 3Y | +259.7% | +79.8% | +179.9% | +182.5% |
| 5Y | +227.7% | +65.6% | +162.1% | +164.1% |
| 10Y | +289.0% | +169.3% | +119.7% | +148.0% |
| All | +211.5% | +735.9% | -524.4% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling