+215.1%
GDXJ vs AEP
+174.9%
+40.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | +5.0% | -1.1% | +6.0% | +5.3% |
| 3M | +24.1% | -3.3% | +27.3% | +25.4% |
| 6M | -7.4% | -4.6% | -2.7% | -6.0% |
| YTD | +10.2% | +9.4% | +0.8% | +5.3% |
| 1Y | +42.5% | +16.9% | +25.6% | +32.2% |
| 3Y | +285.7% | +76.6% | +209.1% | +195.0% |
| 5Y | +231.9% | +66.2% | +165.7% | +160.3% |
| All | +215.1% | +174.9% | +40.2% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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