+757.8%
AEP vs IAU
+751.7%
+6.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | 0.0% |
| 7D | +2.5% | -5.5% | +7.9% | +2.9% |
| 30D | +3.4% | -7.0% | +10.4% | +4.0% |
| 3M | +4.2% | -12.3% | +16.5% | +5.3% |
| 6M | -0.8% | -17.9% | +17.1% | +0.8% |
| YTD | +15.2% | -10.3% | +25.6% | +15.9% |
| 1Y | +8.3% | -7.9% | +16.2% | +8.6% |
| 3Y | +84.2% | +98.7% | -14.5% | +71.6% |
| 5Y | +87.8% | +105.0% | -17.2% | +74.3% |
| 10Y | +204.4% | +207.7% | -3.2% | +175.9% |
| All | +757.8% | +751.7% | +6.0% | +630.5% |
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