+77.5%
GDXJ vs AEE
+671.4%
-594.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.6% |
| 7D | +4.3% | +1.3% | +3.0% | +3.7% |
| 30D | +8.4% | -1.2% | +9.7% | +8.9% |
| 3M | +25.5% | +1.0% | +24.5% | +24.4% |
| 6M | -6.3% | -2.3% | -4.1% | -5.9% |
| YTD | +12.1% | +9.1% | +3.0% | +6.9% |
| 1Y | +51.1% | +10.6% | +40.5% | +43.2% |
| 3Y | +296.1% | +48.5% | +247.6% | +224.3% |
| 5Y | +228.1% | +39.9% | +188.2% | +174.9% |
| 10Y | +211.8% | +185.7% | +26.1% | +74.3% |
| All | +77.5% | +671.4% | -594.0% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling