+0.8%
AAL vs IAU
-8.1%
+8.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | -4.6% | +4.5% | +1.4% |
| 30D | +11.7% | -5.4% | +17.1% | +13.5% |
| 3M | -12.5% | -10.9% | -1.7% | -9.9% |
| 6M | +3.6% | -17.4% | +21.0% | +7.9% |
| YTD | -14.1% | -10.2% | -3.9% | -11.7% |
| 1Y | +0.8% | -7.1% | +7.8% | +0.9% |
| All | +0.8% | -8.1% | +8.9% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling