+440.3%
AXP vs IAU
+209.6%
+230.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.0% |
| 7D | -1.1% | +4.9% | -6.0% | -1.2% |
| 30D | +5.2% | -1.4% | +6.6% | +5.2% |
| 3M | -4.6% | -4.8% | +0.2% | -4.6% |
| 6M | +3.2% | -12.5% | +15.7% | +2.9% |
| YTD | -11.3% | -4.2% | -7.2% | -11.3% |
| 1Y | -11.0% | +3.1% | -14.1% | -10.7% |
| 3Y | +120.2% | +110.0% | +10.2% | +123.4% |
| 5Y | +91.7% | +123.1% | -31.3% | +92.7% |
| 10Y | +440.3% | +216.7% | +223.6% | +472.2% |
| All | +440.3% | +209.6% | +230.7% | +472.2% |
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