-7.7%
AAL vs IAU
+125.1%
-132.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -19.0% | +0.3% | -19.3% | -19.0% |
| 3M | -5.1% | +0.7% | -5.8% | -5.3% |
| 6M | +15.5% | -15.5% | +31.0% | +15.2% |
| YTD | -15.8% | +1.0% | -16.7% | -15.2% |
| 1Y | -0.3% | +19.6% | -19.9% | +2.4% |
| 3Y | -7.7% | +125.4% | -133.1% | +3.4% |
| All | -7.7% | +125.1% | -132.8% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling