+139.3%
IAU vs AFL
+133.8%
+5.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -2.0% |
| 30D | -1.5% | -4.0% | +2.5% | -1.5% |
| 3M | +3.3% | -0.5% | +3.8% | +3.2% |
| 6M | -16.2% | +6.5% | -22.8% | -16.5% |
| YTD | +0.7% | +6.2% | -5.5% | +0.3% |
| 1Y | +19.2% | +8.3% | +11.0% | +18.7% |
| 3Y | +124.4% | +62.5% | +61.9% | +119.9% |
| All | +139.3% | +133.8% | +5.5% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling