-5.3%
IAU vs ACI
-23.6%
+18.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -1.1% |
| 7D | -2.0% | -5.3% | +3.3% | -1.9% |
| 30D | -4.4% | +5.0% | -9.5% | -4.5% |
| 3M | -8.9% | +7.5% | -16.4% | -9.0% |
| 6M | -15.9% | -16.0% | +0.1% | -15.6% |
| YTD | -7.8% | -20.6% | +12.9% | -7.3% |
| All | -5.3% | -23.6% | +18.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling