+216.4%
IAU vs ACGL
+329.5%
-113.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -4.4% | +12.4% | -16.8% | -4.4% |
| 3M | -8.9% | +11.1% | -20.0% | -8.9% |
| 6M | -15.9% | +16.3% | -32.3% | -15.9% |
| YTD | -7.8% | +13.8% | -21.6% | -7.7% |
| 1Y | -3.8% | +20.4% | -24.2% | -3.8% |
| 3Y | +104.3% | +33.6% | +70.8% | +104.3% |
| 5Y | +111.2% | +176.8% | -65.6% | +110.2% |
| 10Y | +216.4% | +324.6% | -108.1% | +229.7% |
| All | +216.4% | +329.5% | -113.0% | +229.7% |
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