+274.2%
CME vs AU
+699.0%
-424.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.6% | -4.3% | +2.7% | -1.5% |
| 30D | +5.6% | +7.3% | -1.7% | +5.3% |
| 3M | +5.6% | +26.3% | -20.7% | +4.8% |
| 6M | -8.3% | +1.8% | -10.0% | -8.5% |
| YTD | +4.3% | +26.8% | -22.5% | +3.2% |
| 1Y | +9.1% | +66.7% | -57.6% | +6.8% |
| 3Y | +52.1% | +579.1% | -527.0% | +41.2% |
| 5Y | +79.7% | +689.3% | -609.7% | +65.1% |
| All | +274.2% | +699.0% | -424.7% | +263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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