+859.8%
IAU vs AEE
+415.0%
+444.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | +0.3% | -1.2% | +1.6% | +0.4% |
| 3M | +0.7% | +1.0% | -0.3% | +0.6% |
| 6M | -15.5% | -2.3% | -13.2% | -15.4% |
| YTD | +1.0% | +9.1% | -8.2% | +0.2% |
| 1Y | +19.6% | +10.6% | +9.0% | +18.6% |
| 3Y | +125.4% | +48.5% | +77.0% | +118.6% |
| 5Y | +140.7% | +39.9% | +100.9% | +134.0% |
| 10Y | +218.1% | +185.7% | +32.4% | +196.2% |
| All | +859.8% | +415.0% | +444.8% | +755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling