+59.7%
GDXJ vs AEIS
+93.3%
-33.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.2% |
| 7D | +0.2% | +3.0% | -2.8% | -0.7% |
| 30D | +17.9% | -14.6% | +32.5% | +23.3% |
| 3M | +15.3% | -12.4% | +27.7% | +16.2% |
| 6M | -9.4% | -15.0% | +5.5% | -9.0% |
| YTD | +13.4% | +34.3% | -20.9% | -0.9% |
| 1Y | +59.7% | +87.4% | -27.7% | +27.0% |
| All | +59.7% | +93.3% | -33.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling