+86.9%
AEP vs IAU
+111.4%
-24.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +0.7% | -2.0% | +2.7% | +1.0% |
| 30D | +4.8% | -4.4% | +9.2% | +5.4% |
| 3M | +5.4% | -8.9% | +14.2% | +6.6% |
| 6M | +0.4% | -15.9% | +16.3% | +3.0% |
| YTD | +15.5% | -7.8% | +23.3% | +15.1% |
| 1Y | +8.5% | -3.8% | +12.3% | +7.0% |
| 3Y | +84.6% | +104.3% | -19.7% | +43.8% |
| 5Y | +86.9% | +111.2% | -24.3% | +40.1% |
| All | +86.9% | +111.4% | -24.5% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling