+158.4%
GDX vs AEP
+767.5%
-609.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.8% | +2.9% | -9.7% | -7.8% |
| 30D | -2.1% | +3.2% | -5.3% | -3.4% |
| 3M | -7.5% | +3.8% | -11.3% | -9.0% |
| 6M | -15.2% | +2.5% | -17.7% | -16.4% |
| YTD | -4.8% | +15.5% | -20.3% | -10.6% |
| 1Y | +6.7% | +9.6% | -2.9% | +2.3% |
| 3Y | +212.7% | +91.2% | +121.6% | +139.8% |
| 5Y | +151.7% | +88.2% | +63.5% | +93.2% |
| 10Y | +330.3% | +205.1% | +125.3% | +159.8% |
| All | +158.4% | +767.5% | -609.1% | -18.5% |
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 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