+140.7%
IAU vs ALHC
-30.5%
+171.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +0.7% | -1.0% | +1.7% | +0.7% |
| 30D | +0.3% | -6.3% | +6.7% | +0.4% |
| 3M | +0.7% | -12.3% | +13.0% | +0.8% |
| 6M | -15.5% | -27.0% | +11.5% | -15.3% |
| YTD | +1.0% | -31.8% | +32.8% | +1.2% |
| 1Y | +19.6% | -17.0% | +36.6% | +19.7% |
| 3Y | +125.4% | +159.8% | -34.4% | +123.0% |
| 5Y | +140.7% | -25.1% | +165.9% | +143.7% |
| All | +140.7% | -30.5% | +171.2% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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