+220.4%
GDXJ vs AEE
+38.7%
+181.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | +5.0% | -2.9% | +7.9% | +6.3% |
| 3M | +24.1% | -2.4% | +26.5% | +25.0% |
| 6M | -7.4% | -2.7% | -4.6% | -6.8% |
| YTD | +10.2% | +7.3% | +3.0% | +5.5% |
| 1Y | +42.5% | +7.5% | +35.0% | +36.1% |
| 3Y | +285.7% | +46.2% | +239.5% | +205.9% |
| All | +220.4% | +38.7% | +181.8% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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