+722.2%
AEP vs IAU
+875.8%
-153.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -1.8% | -1.1% | -0.8% | -1.8% |
| 6M | -5.4% | -13.7% | +8.4% | -4.2% |
| YTD | +10.4% | +2.7% | +7.7% | +9.8% |
| 1Y | +18.2% | +24.6% | -6.5% | +15.2% |
| 3Y | +79.0% | +126.8% | -47.9% | +64.9% |
| 5Y | +64.8% | +139.5% | -74.6% | +51.0% |
| 10Y | +170.8% | +226.3% | -55.4% | +143.5% |
| All | +722.2% | +875.8% | -153.6% | +592.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling