+123.2%
IAU vs AEE
+46.3%
+76.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -1.1% | -2.0% | +0.9% | -0.9% |
| 3M | +5.8% | -2.8% | +8.7% | +6.1% |
| 6M | -16.9% | -3.6% | -13.4% | -16.6% |
| YTD | +0.1% | +7.3% | -7.2% | -1.3% |
| 1Y | +18.4% | +8.7% | +9.7% | +16.5% |
| All | +123.2% | +46.3% | +76.9% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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