-25.9%
AA vs IAU
+786.3%
-812.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.2% |
| 7D | +1.2% | +2.8% | -1.6% | 0.0% |
| 30D | -5.0% | -4.0% | -1.0% | -3.2% |
| 3M | -22.2% | -8.2% | -14.0% | -19.3% |
| 6M | -36.3% | -14.8% | -21.6% | -31.7% |
| YTD | -24.2% | -6.7% | -17.5% | -21.5% |
| 1Y | +3.9% | -2.2% | +6.1% | +5.7% |
| 3Y | +67.6% | +106.7% | -39.1% | +27.7% |
| 5Y | -8.8% | +114.8% | -123.6% | -31.4% |
| 10Y | +45.0% | +213.0% | -168.0% | -3.7% |
| All | -25.9% | +786.3% | -812.2% | -69.8% |
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