+170.8%
AEP vs IAU
+218.5%
-47.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | -1.0% | -3.4% | +2.4% | -0.4% |
| 30D | -0.1% | -1.1% | +1.0% | 0.0% |
| 3M | -3.2% | +5.8% | -9.0% | -4.4% |
| 6M | -5.3% | -16.9% | +11.7% | -2.1% |
| YTD | +9.5% | +0.1% | +9.4% | +8.2% |
| 1Y | +17.5% | +18.4% | -0.9% | +11.4% |
| 3Y | +77.0% | +123.6% | -46.6% | +42.4% |
| 5Y | +66.4% | +138.7% | -72.4% | +31.0% |
| All | +170.8% | +218.5% | -47.6% | +102.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling