+739.4%
GLD vs AEIS
+2,041.3%
-1,301.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -0.9% |
| 7D | +4.7% | -11.3% | +16.0% | +4.9% |
| 30D | -0.9% | -32.6% | +31.7% | -0.1% |
| 3M | -4.4% | -39.2% | +34.8% | -3.5% |
| 6M | -13.6% | -45.4% | +31.8% | -12.7% |
| YTD | -6.0% | -5.8% | -0.2% | -6.0% |
| 1Y | +1.8% | -10.0% | +11.8% | +1.8% |
| 3Y | +103.2% | +121.2% | -18.0% | +100.1% |
| 5Y | +119.3% | +110.6% | +8.7% | +115.8% |
| 10Y | +199.5% | +326.6% | -127.1% | +190.4% |
| All | +739.4% | +2,041.3% | -1,301.9% | +677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling