+142.5%
GLD vs AEIS
+219.5%
-77.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | -0.5% | +3.0% | -3.5% | -0.7% |
| 30D | +4.4% | -14.6% | +19.0% | +5.3% |
| 3M | -1.1% | -12.4% | +11.3% | -0.9% |
| 6M | -13.8% | -15.0% | +1.2% | -13.6% |
| YTD | +2.6% | +34.3% | -31.7% | +1.1% |
| 1Y | +24.5% | +87.4% | -62.9% | +21.5% |
| 3Y | +125.8% | +139.8% | -13.9% | +117.3% |
| All | +142.5% | +219.5% | -77.0% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling