+2,015.8%
AEM vs IAU
+875.8%
+1,140.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | +0.3% |
| 7D | -0.5% | -0.5% | 0.0% | +0.5% |
| 30D | +24.0% | +4.4% | +19.6% | +15.8% |
| 3M | +16.1% | -1.1% | +17.1% | +19.5% |
| 6M | -11.6% | -13.7% | +2.1% | +15.9% |
| YTD | +21.5% | +2.7% | +18.8% | +15.0% |
| 1Y | +39.2% | +24.6% | +14.6% | -6.6% |
| 3Y | +347.4% | +126.8% | +220.6% | +3.2% |
| 5Y | +290.1% | +139.5% | +150.7% | -15.3% |
| 10Y | +357.8% | +226.3% | +131.5% | -39.0% |
| All | +2,015.8% | +875.8% | +1,140.1% | -44.3% |
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