+531.0%
IAU vs ACM
+230.8%
+300.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | +4.4% | -11.1% | +15.5% | +4.7% |
| 3M | -1.1% | -8.0% | +6.9% | -0.9% |
| 6M | -13.7% | -29.7% | +15.9% | -12.9% |
| YTD | +2.7% | -29.4% | +32.1% | +3.6% |
| 1Y | +24.6% | -46.4% | +71.1% | +26.6% |
| 3Y | +126.8% | -22.3% | +149.2% | +127.9% |
| 5Y | +139.5% | +4.5% | +135.0% | +138.5% |
| 10Y | +226.3% | +127.6% | +98.6% | +216.6% |
| All | +531.0% | +230.8% | +300.2% | +482.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling