+228.4%
GDXJ vs AEIS
+219.6%
+8.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -2.9% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | +4.6% | -16.4% | +21.0% | +9.2% |
| 3M | +31.3% | -11.1% | +42.4% | +32.5% |
| 6M | -10.7% | -12.0% | +1.4% | -9.9% |
| YTD | +9.1% | +30.9% | -21.8% | 0.0% |
| 1Y | +44.1% | +74.3% | -30.2% | +23.2% |
| 3Y | +285.4% | +165.2% | +120.2% | +186.2% |
| 5Y | +228.4% | +220.0% | +8.4% | +130.5% |
| All | +228.4% | +219.6% | +8.8% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling