-22.5%
AAL vs IAU
+719.7%
-742.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | -1.1% |
| 7D | +10.1% | +2.8% | +7.3% | +10.8% |
| 30D | +10.6% | -4.0% | +14.5% | +9.2% |
| 3M | -5.9% | -8.2% | +2.3% | -8.2% |
| 6M | +5.7% | -14.8% | +20.5% | +0.7% |
| YTD | -8.0% | -6.7% | -1.3% | -9.2% |
| 1Y | +6.0% | -2.2% | +8.2% | +6.2% |
| 3Y | +19.6% | +106.7% | -87.1% | +57.4% |
| 5Y | -34.6% | +114.8% | -149.4% | -12.2% |
| 10Y | -65.5% | +213.0% | -278.5% | -44.7% |
| All | -22.5% | +719.7% | -742.1% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling