+120.1%
IAU vs ACGL
+159.2%
-39.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.9% |
| 7D | +4.7% | +0.9% | +3.9% | +4.8% |
| 30D | -0.9% | +13.7% | -14.6% | -0.5% |
| 3M | -4.4% | +8.0% | -12.4% | -4.2% |
| 6M | -13.5% | +13.3% | -26.8% | -13.2% |
| YTD | -5.9% | +11.8% | -17.7% | -5.6% |
| 1Y | +1.9% | +22.2% | -20.4% | +2.2% |
| 3Y | +104.1% | +32.5% | +71.6% | +105.6% |
| All | +120.1% | +159.2% | -39.1% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling