+41.6%
AA vs IAU
+210.9%
-169.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | -4.6% | +5.1% | +3.8% |
| 30D | -0.6% | -5.4% | +4.8% | +3.2% |
| 3M | -19.7% | -10.9% | -8.8% | -13.4% |
| 6M | -41.6% | -17.4% | -24.2% | -33.7% |
| YTD | -24.6% | -10.2% | -14.4% | -19.3% |
| 1Y | +4.9% | -7.1% | +11.9% | +10.0% |
| 3Y | +66.8% | +97.7% | -30.9% | +9.0% |
| 5Y | -19.4% | +105.3% | -124.7% | -49.3% |
| All | +41.6% | +210.9% | -169.4% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling