-27.8%
AAL vs IAU
+802.5%
-830.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.0% |
| 7D | -3.7% | -0.5% | -3.2% | -3.9% |
| 30D | -20.8% | +4.4% | -25.2% | -19.8% |
| 3M | -1.3% | -1.1% | -0.2% | -1.6% |
| 6M | +5.4% | -13.7% | +19.1% | +0.4% |
| YTD | -14.4% | +2.7% | -17.1% | -13.1% |
| 1Y | +2.1% | +24.6% | -22.5% | +10.8% |
| 3Y | -10.6% | +126.8% | -137.4% | +21.1% |
| 5Y | -32.2% | +139.5% | -171.7% | -5.9% |
| 10Y | -62.7% | +226.3% | -289.0% | -40.1% |
| All | -27.8% | +802.5% | -830.3% | +72.3% |
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