-3.9%
GLD vs AEIS
+6.8%
-10.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.6% |
| 7D | -2.0% | +9.5% | -11.4% | -3.0% |
| 30D | -4.4% | -17.5% | +13.1% | -2.7% |
| 3M | -8.9% | -29.3% | +20.4% | -5.9% |
| 6M | -16.0% | -34.7% | +18.7% | -13.4% |
| YTD | -7.9% | +10.7% | -18.6% | -11.3% |
| 1Y | -3.9% | +7.4% | -11.3% | -7.3% |
| All | -3.9% | +6.8% | -10.7% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling