+123.2%
IAU vs AFL
+62.4%
+60.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -3.4% | -3.3% | -0.1% | -3.5% |
| 30D | -1.1% | -5.0% | +3.9% | -1.3% |
| 3M | +5.8% | -1.8% | +7.6% | +5.6% |
| 6M | -16.9% | +4.8% | -21.8% | -17.2% |
| YTD | +0.1% | +5.4% | -5.3% | -0.3% |
| 1Y | +18.4% | +9.0% | +9.4% | +17.7% |
| All | +123.2% | +62.4% | +60.8% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling