+140.0%
IAU vs ACI
+17.4%
+122.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | -3.4% | -7.1% | +3.7% | -3.2% |
| 30D | -1.1% | -4.5% | +3.4% | -1.0% |
| 3M | +5.8% | -22.3% | +28.1% | +6.5% |
| 6M | -16.9% | -28.4% | +11.5% | -16.2% |
| YTD | +0.1% | -29.5% | +29.6% | +1.0% |
| 1Y | +18.4% | -34.2% | +52.6% | +19.7% |
| 3Y | +123.6% | -45.7% | +169.2% | +127.0% |
| 5Y | +138.7% | -40.8% | +179.5% | +141.4% |
| All | +140.0% | +17.4% | +122.7% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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