+219.7%
IAU vs AIG
+66.2%
+153.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -2.0% | -1.2% | -0.9% | -2.0% |
| 30D | -1.5% | -1.1% | -0.5% | -1.5% |
| 3M | +3.3% | +0.7% | +2.6% | +3.3% |
| 6M | -16.2% | -2.2% | -14.1% | -16.2% |
| YTD | +0.7% | -10.8% | +11.5% | +0.6% |
| 1Y | +19.2% | -2.0% | +21.3% | +19.2% |
| 3Y | +124.4% | +34.8% | +89.6% | +124.9% |
| 5Y | +140.0% | +55.0% | +85.0% | +141.0% |
| All | +219.7% | +66.2% | +153.5% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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