-68.6%
AAL vs IAU
+210.9%
-279.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | -4.6% | +4.5% | +0.2% |
| 30D | +11.7% | -5.4% | +17.1% | +12.0% |
| 3M | -12.5% | -10.9% | -1.7% | -12.1% |
| 6M | +3.6% | -17.4% | +21.0% | +4.0% |
| YTD | -14.1% | -10.2% | -3.9% | -13.4% |
| 1Y | +0.8% | -7.1% | +7.8% | +1.7% |
| 3Y | +11.8% | +97.7% | -85.9% | +16.9% |
| 5Y | -35.1% | +105.3% | -140.4% | -32.7% |
| All | -68.6% | +210.9% | -279.5% | -63.4% |
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