+141.9%
IAU vs AEIS
+238.7%
-96.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.2% | +6.5% | -6.3% | -0.2% |
| 30D | +0.2% | -9.2% | +9.4% | +0.7% |
| 3M | +3.3% | -8.3% | +11.6% | +3.3% |
| 6M | -14.6% | -6.3% | -8.2% | -14.8% |
| YTD | +1.9% | +36.5% | -34.6% | +0.2% |
| 1Y | +20.9% | +84.8% | -63.9% | +17.9% |
| 3Y | +127.5% | +176.6% | -49.1% | +118.1% |
| 5Y | +141.9% | +237.1% | -95.2% | +132.1% |
| All | +141.9% | +238.7% | -96.8% | +132.1% |
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