-24.4%
ACN vs IAU
+123.8%
-148.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.4% |
| 7D | -2.5% | +4.9% | -7.4% | -2.6% |
| 30D | +22.6% | -1.4% | +24.0% | +22.7% |
| 3M | +45.9% | -4.8% | +50.7% | +46.1% |
| 6M | +43.8% | -12.5% | +56.3% | +44.1% |
| YTD | -2.5% | -4.2% | +1.7% | -3.6% |
| 1Y | +6.5% | +3.1% | +3.4% | +4.4% |
| 3Y | -14.2% | +110.0% | -124.2% | -29.2% |
| 5Y | -24.4% | +123.1% | -147.5% | -45.6% |
| All | -24.4% | +123.8% | -148.3% | -45.6% |
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