+234.1%
IAU vs ALC
+24.0%
+210.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | -0.5% | -2.1% | +1.6% | -0.3% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -1.1% | +5.9% | -6.9% | -1.6% |
| 6M | -13.7% | -15.9% | +2.2% | -12.6% |
| YTD | +2.7% | -10.1% | +12.8% | +3.5% |
| 1Y | +24.6% | -10.2% | +34.9% | +25.5% |
| 3Y | +126.8% | -13.6% | +140.4% | +128.0% |
| 5Y | +139.5% | -15.1% | +154.6% | +138.4% |
| All | +234.1% | +24.0% | +210.1% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling