+816.6%
GLD vs AEIS
+2,953.1%
-2,136.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -0.5% | +3.0% | -3.5% | -0.6% |
| 30D | +4.4% | -14.6% | +19.0% | +4.7% |
| 3M | -1.1% | -12.4% | +11.3% | -1.0% |
| 6M | -13.8% | -15.0% | +1.2% | -13.7% |
| YTD | +2.6% | +34.3% | -31.7% | +1.9% |
| 1Y | +24.5% | +87.4% | -62.9% | +23.0% |
| 3Y | +125.8% | +139.8% | -13.9% | +121.7% |
| 5Y | +137.8% | +220.7% | -82.9% | +132.1% |
| 10Y | +221.4% | +531.6% | -310.2% | +209.3% |
| All | +816.6% | +2,953.1% | -2,136.5% | +742.8% |
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