-27.6%
AAL vs IAU
+726.6%
-754.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.7% |
| 7D | +4.6% | +4.7% | -0.1% | +5.9% |
| 30D | +2.6% | -0.9% | +3.5% | +2.2% |
| 3M | -17.8% | -4.4% | -13.4% | -18.8% |
| 6M | +1.9% | -13.5% | +15.4% | -2.5% |
| YTD | -14.0% | -5.9% | -8.1% | -15.0% |
| 1Y | +0.2% | +1.9% | -1.7% | +1.8% |
| 3Y | +13.0% | +104.1% | -91.0% | +48.0% |
| 5Y | -39.6% | +121.0% | -160.6% | -18.1% |
| 10Y | -65.7% | +204.1% | -269.7% | -45.8% |
| All | -27.6% | +726.6% | -754.2% | +68.6% |
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