-40.8%
AAL vs IAU
+120.1%
-160.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +4.6% | +4.7% | -0.1% | +4.3% |
| 30D | +2.6% | -0.9% | +3.5% | +2.6% |
| 3M | -17.8% | -4.4% | -13.4% | -17.6% |
| 6M | +1.9% | -13.5% | +15.4% | +2.0% |
| YTD | -14.0% | -5.9% | -8.1% | -13.2% |
| 1Y | +0.2% | +1.9% | -1.7% | +1.9% |
| 3Y | +13.0% | +104.1% | -91.0% | +23.0% |
| All | -40.8% | +120.1% | -160.9% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling