+206.1%
GLD vs AEIS
+332.3%
-126.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +0.3% |
| 7D | -4.6% | +11.5% | -16.1% | -5.0% |
| 30D | -5.5% | -15.8% | +10.3% | -5.0% |
| 3M | -10.9% | -33.3% | +22.4% | -9.7% |
| 6M | -17.4% | -35.2% | +17.8% | -16.5% |
| YTD | -10.3% | +5.0% | -15.3% | -10.7% |
| 1Y | -7.2% | +8.5% | -15.6% | -7.6% |
| 3Y | +96.9% | +152.9% | -56.0% | +91.1% |
| 5Y | +103.8% | +144.6% | -40.9% | +97.3% |
| All | +206.1% | +332.3% | -126.2% | +190.4% |
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