+15.0%
AA vs IAU
+143.9%
-128.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.4% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | +5.0% | +4.4% | +0.6% | +1.2% |
| 3M | -35.8% | -1.1% | -34.8% | -35.3% |
| 6M | -18.4% | -13.7% | -4.7% | -8.4% |
| YTD | -5.5% | +2.7% | -8.2% | -9.0% |
| 1Y | +61.0% | +24.6% | +36.3% | +33.2% |
| 3Y | +66.2% | +126.8% | -60.6% | -24.7% |
| All | +15.0% | +143.9% | -128.9% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling