+759.6%
AEP vs IAU
+752.8%
+6.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | -4.6% | +7.5% | +3.3% |
| 30D | +3.2% | -5.4% | +8.6% | +3.6% |
| 3M | +3.8% | -10.9% | +14.7% | +4.8% |
| 6M | +2.5% | -17.4% | +19.9% | +4.1% |
| YTD | +15.5% | -10.2% | +25.7% | +16.1% |
| 1Y | +9.6% | -7.1% | +16.7% | +9.8% |
| 3Y | +91.2% | +97.7% | -6.6% | +78.2% |
| 5Y | +88.2% | +105.3% | -17.1% | +74.6% |
| 10Y | +205.1% | +208.0% | -3.0% | +176.5% |
| All | +759.6% | +752.8% | +6.8% | +631.9% |
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