+211.0%
AEP vs IAU
+210.5%
+0.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.2% |
| 7D | +2.5% | -5.5% | +7.9% | +3.4% |
| 30D | +3.4% | -7.0% | +10.4% | +4.5% |
| 3M | +4.2% | -12.3% | +16.5% | +6.3% |
| 6M | -0.8% | -17.9% | +17.1% | +2.4% |
| YTD | +15.2% | -10.3% | +25.6% | +15.8% |
| 1Y | +8.3% | -7.9% | +16.2% | +8.2% |
| 3Y | +84.2% | +98.7% | -14.5% | +51.7% |
| 5Y | +87.8% | +105.0% | -17.2% | +52.4% |
| All | +211.0% | +210.5% | +0.5% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling