+215.1%
GDXJ vs AEIS
+562.2%
-347.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | -0.1% |
| 7D | -2.8% | +2.3% | -5.1% | -3.3% |
| 30D | +5.0% | -14.8% | +19.8% | +8.6% |
| 3M | +24.1% | -15.6% | +39.7% | +27.0% |
| 6M | -7.4% | -8.7% | +1.4% | -7.3% |
| YTD | +10.2% | +37.3% | -27.1% | +0.4% |
| 1Y | +42.5% | +80.3% | -37.8% | +21.7% |
| 3Y | +285.7% | +177.9% | +107.8% | +188.9% |
| 5Y | +231.9% | +235.8% | -4.0% | +132.7% |
| All | +215.1% | +562.2% | -347.1% | +100.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling