-65.1%
AAL vs IAU
+221.5%
-286.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -13.7% | +0.2% | -14.0% | -13.7% |
| 3M | -8.2% | +3.3% | -11.4% | -8.2% |
| 6M | +13.1% | -14.6% | +27.7% | +12.4% |
| YTD | -15.6% | +1.9% | -17.5% | -15.3% |
| 1Y | +1.4% | +20.9% | -19.5% | +2.9% |
| 3Y | -7.4% | +127.5% | -134.9% | -3.1% |
| 5Y | -35.9% | +141.9% | -177.9% | -33.4% |
| 10Y | -65.1% | +222.8% | -287.9% | -61.1% |
| All | -65.1% | +221.5% | -286.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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