+219.7%
IAU vs AEIS
+562.2%
-342.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.4% |
| 7D | -2.0% | +2.3% | -4.3% | -2.1% |
| 30D | -1.5% | -14.8% | +13.3% | -1.0% |
| 3M | +3.3% | -15.6% | +18.8% | +3.6% |
| 6M | -16.2% | -8.7% | -7.5% | -16.3% |
| YTD | +0.7% | +37.3% | -36.7% | -0.6% |
| 1Y | +19.2% | +80.3% | -61.1% | +16.9% |
| 3Y | +124.4% | +177.9% | -53.5% | +116.9% |
| 5Y | +140.0% | +235.8% | -95.8% | +130.5% |
| All | +219.7% | +562.2% | -342.5% | +210.6% |
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