+213.3%
GLD vs AEIS
+546.3%
-333.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.8% |
| 7D | +0.7% | +8.1% | -7.4% | +0.4% |
| 30D | +0.3% | -11.1% | +11.5% | +0.7% |
| 3M | +0.6% | -5.6% | +6.3% | +0.5% |
| 6M | -15.6% | -0.6% | -14.9% | -15.9% |
| YTD | +0.9% | +38.0% | -37.2% | -0.4% |
| 1Y | +19.4% | +87.2% | -67.9% | +17.0% |
| 3Y | +124.5% | +179.7% | -55.2% | +116.9% |
| 5Y | +138.9% | +241.7% | -102.8% | +129.4% |
| 10Y | +213.3% | +547.2% | -333.9% | +202.6% |
| All | +213.3% | +546.3% | -333.0% | +202.6% |
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