+876.7%
IAU vs ACGL
+2,416.2%
-1,539.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | +11.0% | -12.1% | -1.2% |
| 6M | -13.7% | -0.3% | -13.4% | -13.7% |
| YTD | +2.7% | +2.3% | +0.5% | +2.7% |
| 1Y | +24.6% | +6.4% | +18.3% | +24.5% |
| 3Y | +126.8% | +34.0% | +92.9% | +125.8% |
| 5Y | +139.5% | +161.6% | -22.2% | +135.7% |
| 10Y | +226.3% | +278.6% | -52.3% | +217.0% |
| All | +876.7% | +2,416.2% | -1,539.5% | +833.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling