+79.8%
GDXJ vs AEP
+640.1%
-560.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | +8.8% | +1.5% | +7.3% | +8.0% |
| 3M | +29.8% | -1.7% | +31.5% | +30.3% |
| 6M | -5.8% | -4.0% | -1.8% | -4.6% |
| YTD | +13.6% | +10.6% | +3.0% | +7.4% |
| 1Y | +54.5% | +18.6% | +35.9% | +40.9% |
| 3Y | +301.4% | +78.7% | +222.7% | +195.5% |
| 5Y | +236.3% | +65.1% | +171.3% | +155.5% |
| 10Y | +240.1% | +177.7% | +62.4% | +89.2% |
| All | +79.8% | +640.1% | -560.2% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling