+859.8%
IAU vs AEIS
+3,920.0%
-3,060.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.8% |
| 7D | +0.7% | +8.1% | -7.4% | +0.6% |
| 30D | +0.3% | -11.1% | +11.5% | +0.6% |
| 3M | +0.7% | -5.6% | +6.3% | +0.7% |
| 6M | -15.5% | -0.6% | -14.9% | -15.6% |
| YTD | +1.0% | +38.0% | -37.1% | +0.2% |
| 1Y | +19.6% | +87.2% | -67.7% | +18.1% |
| 3Y | +125.4% | +179.7% | -54.2% | +120.9% |
| 5Y | +140.7% | +241.7% | -101.0% | +134.9% |
| 10Y | +218.1% | +547.2% | -329.1% | +206.6% |
| All | +859.8% | +3,920.0% | -3,060.1% | +789.4% |
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