-26.7%
AA vs IAU
+793.8%
-820.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +0.9% | +4.7% | -3.9% | -1.2% |
| 30D | -6.7% | -0.9% | -5.8% | -6.3% |
| 3M | -16.3% | -4.4% | -12.0% | -14.7% |
| 6M | -37.1% | -13.5% | -23.6% | -33.0% |
| YTD | -25.0% | -5.9% | -19.1% | -22.7% |
| 1Y | +8.6% | +1.9% | +6.7% | +8.6% |
| 3Y | +57.2% | +104.1% | -46.8% | +20.2% |
| 5Y | -13.0% | +121.0% | -134.0% | -35.3% |
| 10Y | +65.5% | +204.1% | -138.5% | +10.7% |
| All | -26.7% | +793.8% | -820.5% | -70.3% |
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