AAAI

The chart shows the growth of an initial investment of $10,000 in AAAI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Oct 18, 2024, AAAI's average daily return is +0.22%, while the average monthly return is +3.84%. At this rate, your investment would double in approximately 1.5 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2025 with a return of +16.7%, while the worst month was Mar 2026 at -9.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AAAI closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +20.5%, while the worst single day was Jan 30, 2026 at -11.5%.

AAAI has an annualized alpha of 36.25%, beta of 1.96, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since October 18, 2024.

• This portfolio captured 351.46% of S&P 500 Index gains and 109.43% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 36.25% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 1.96 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

AAAI has an expense ratio of 0.82%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

AAAI ranks 72 for risk / return — better than 72% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AAAI Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 3.05
• All Time: 1.37

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.90 to 2.89, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of AAAI compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

AAAI provided a 4.80% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the AAAI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AAAI was 32.83%, occurring on Apr 8, 2025. Recovery took 29 trading sessions.

The current AAAI drawdown is 10.38%.

The chart below shows the rolling one-month volatility.