AIU

The chart shows the growth of an initial investment of $10,000 in AIU, 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 year.

Based on dividend-adjusted daily data since May 16, 2018, AIU's average daily return is +0.09%, while the average monthly return is +1.85%. At this rate, an investment would double in approximately 3.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jan 2026 with a return of +19.6%, while the worst month was Nov 2025 at -10.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AIU closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Jan 27, 2025 at -8.4%.

AIU has an annualized alpha of 11.84%, beta of 0.83, and R2 of 0.38 versus S&P 500 Index. Calculated based on daily prices since May 16, 2018.

• This portfolio captured 102.16% of S&P 500 Index gains but only 67.97% of its losses - a favorable profile for investors.
• R2 of 0.38 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

AIU has an expense ratio of 0.47%, 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.

AIU ranks 16 for risk / return — in the bottom 16% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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. Learn how to interpret the Sharpe ratio.

The current AIU Sharpe ratio is 1.15 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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

AIU provided a 1.43% 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 AIU. 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 AIU was 29.02%, occurring on Mar 18, 2020. Recovery took 48 trading sessions.

The current AIU drawdown is 17.70%.

The chart below shows the rolling one-month volatility.