+210.7%
IAU vs ACM
+132.6%
+78.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -4.6% | +5.6% | -10.2% | -4.7% |
| 30D | -5.4% | +20.8% | -26.3% | -6.0% |
| 3M | -10.9% | +11.4% | -22.3% | -11.2% |
| 6M | -17.4% | +0.9% | -18.3% | -17.5% |
| YTD | -10.2% | -24.8% | +14.6% | -9.6% |
| 1Y | -7.1% | -46.4% | +39.4% | -5.8% |
| 3Y | +97.7% | -9.2% | +107.0% | +98.0% |
| 5Y | +105.3% | +5.0% | +100.3% | +105.0% |
| All | +210.7% | +132.6% | +78.1% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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