+211.8%
GLD vs AEIS
+375.1%
-163.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.3% |
| 7D | -2.0% | +9.5% | -11.4% | -2.4% |
| 30D | -4.4% | -17.5% | +13.1% | -3.9% |
| 3M | -8.9% | -29.3% | +20.4% | -7.9% |
| 6M | -16.0% | -34.7% | +18.7% | -15.1% |
| YTD | -7.9% | +10.7% | -18.6% | -8.4% |
| 1Y | -3.9% | +7.4% | -11.3% | -4.4% |
| 3Y | +103.4% | +161.1% | -57.7% | +97.1% |
| 5Y | +109.7% | +150.7% | -41.0% | +102.7% |
| 10Y | +211.8% | +360.8% | -149.0% | +195.1% |
| All | +211.8% | +375.1% | -163.3% | +195.1% |
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