+218.1%
IAU vs ACGL
+263.8%
-45.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.7% |
| 7D | +0.7% | -2.9% | +3.7% | +0.7% |
| 30D | +0.3% | -2.8% | +3.1% | +0.3% |
| 3M | +0.7% | +6.8% | -6.1% | +0.7% |
| 6M | -15.5% | -1.5% | -14.0% | -15.5% |
| YTD | +1.0% | -0.2% | +1.2% | +0.9% |
| 1Y | +19.6% | +5.3% | +14.3% | +19.5% |
| 3Y | +125.4% | +30.3% | +95.2% | +125.3% |
| 5Y | +140.7% | +151.8% | -11.1% | +139.7% |
| 10Y | +218.1% | +266.9% | -48.7% | +226.2% |
| All | +218.1% | +263.8% | -45.7% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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