-45.3%
ACHR vs IAU
+126.3%
-171.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.1% |
| 7D | -5.4% | -3.4% | -2.0% | -3.9% |
| 30D | -19.7% | -1.1% | -18.6% | -19.5% |
| 3M | +7.9% | +5.8% | +2.1% | +5.3% |
| 6M | -13.8% | -16.9% | +3.2% | -7.3% |
| YTD | -27.5% | +0.1% | -27.6% | -26.9% |
| 1Y | -33.9% | +18.4% | -52.3% | -36.2% |
| 3Y | -20.0% | +123.6% | -143.5% | -42.8% |
| 5Y | -44.0% | +138.7% | -182.7% | -62.0% |
| All | -45.3% | +126.3% | -171.6% | -63.3% |
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 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