+140.7%
IAU vs ALC
-15.6%
+156.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.5% |
| 7D | +0.7% | -3.7% | +4.4% | +1.1% |
| 30D | +0.3% | -3.7% | +4.1% | +0.7% |
| 3M | +0.7% | +4.6% | -3.9% | +0.1% |
| 6M | -15.5% | -14.6% | -0.9% | -14.2% |
| YTD | +1.0% | -11.9% | +12.8% | +2.1% |
| 1Y | +19.6% | -13.1% | +32.7% | +21.0% |
| 3Y | +125.4% | -15.0% | +140.4% | +127.0% |
| 5Y | +140.7% | -16.2% | +156.9% | +133.9% |
| All | +140.7% | -15.6% | +156.4% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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