+138.7%
IAU vs AIG
+52.4%
+86.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | -1.1% | -2.9% | +1.8% | -1.1% |
| 3M | +5.8% | +0.8% | +5.0% | +5.8% |
| 6M | -16.9% | -2.7% | -14.3% | -16.9% |
| YTD | +0.1% | -11.2% | +11.3% | +0.2% |
| 1Y | +18.4% | -1.5% | +19.9% | +18.4% |
| 3Y | +123.6% | +34.4% | +89.2% | +124.6% |
| 5Y | +138.7% | +54.4% | +84.3% | +143.4% |
| All | +138.7% | +52.4% | +86.4% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling