+216.7%
IAU vs ACGL
+332.3%
-115.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +4.9% | -1.1% | +6.0% | +4.9% |
| 30D | -1.4% | +13.1% | -14.5% | -1.3% |
| 3M | -4.8% | +9.8% | -14.6% | -4.7% |
| 6M | -12.5% | +15.3% | -27.7% | -12.4% |
| YTD | -4.2% | +12.7% | -16.9% | -4.1% |
| 1Y | +3.1% | +20.7% | -17.6% | +3.1% |
| 3Y | +110.0% | +34.3% | +75.7% | +110.0% |
| 5Y | +123.1% | +170.6% | -47.5% | +122.2% |
| 10Y | +216.7% | +330.6% | -113.9% | +251.9% |
| All | +216.7% | +332.3% | -115.6% | +251.9% |
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