+79.8%
AEP vs IAU
+125.1%
-45.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.9% |
| 7D | +2.0% | +0.7% | +1.3% | +1.9% |
| 30D | +0.5% | +0.3% | +0.2% | +0.4% |
| 3M | -0.3% | +0.7% | -1.0% | -0.4% |
| 6M | -3.5% | -15.5% | +12.0% | -1.2% |
| YTD | +11.3% | +1.0% | +10.3% | +9.8% |
| 1Y | +20.2% | +19.6% | +0.7% | +14.0% |
| 3Y | +79.8% | +125.4% | -45.7% | +34.4% |
| All | +79.8% | +125.1% | -45.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling