+18.2%
AEP vs IAU
+24.6%
-6.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | -0.8% | +4.4% | -5.2% | -1.0% |
| 3M | -1.8% | -1.1% | -0.8% | -1.6% |
| 6M | -5.4% | -13.7% | +8.4% | -4.3% |
| YTD | +10.4% | +2.7% | +7.7% | +10.3% |
| 1Y | +18.2% | +24.6% | -6.5% | +17.2% |
| All | +18.2% | +24.6% | -6.4% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling