+146.3%
IAU vs ACI
+25.9%
+120.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +4.4% | +5.9% | -1.5% | +4.2% |
| 3M | -1.1% | -19.8% | +18.7% | -0.5% |
| 6M | -13.7% | -24.7% | +11.0% | -13.1% |
| YTD | +2.7% | -24.4% | +27.1% | +3.5% |
| 1Y | +24.6% | -31.5% | +56.1% | +25.8% |
| 3Y | +126.8% | -38.7% | +165.5% | +129.6% |
| 5Y | +139.5% | -42.8% | +182.3% | +142.0% |
| All | +146.3% | +25.9% | +120.4% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling