+77.5%
GDXJ vs AEIS
+2,297.6%
-2,220.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.7% |
| 7D | +4.3% | +8.1% | -3.8% | +2.6% |
| 30D | +8.4% | -11.1% | +19.6% | +10.8% |
| 3M | +25.5% | -5.6% | +31.2% | +25.3% |
| 6M | -6.3% | -0.6% | -5.7% | -7.8% |
| YTD | +12.1% | +38.0% | -25.9% | +3.2% |
| 1Y | +51.1% | +87.2% | -36.2% | +30.6% |
| 3Y | +296.1% | +179.7% | +116.4% | +207.7% |
| 5Y | +228.1% | +241.7% | -13.6% | +140.4% |
| 10Y | +211.8% | +547.2% | -335.4% | +90.1% |
| All | +77.5% | +2,297.6% | -2,220.1% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling