-7.9%
IAU vs AME
+22.2%
-30.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.9% |
| 7D | -5.5% | +8.1% | -13.6% | -7.7% |
| 30D | -7.0% | -3.8% | -3.2% | -5.9% |
| 3M | -12.3% | -6.6% | -5.7% | -10.3% |
| 6M | -17.9% | +4.6% | -22.5% | -20.1% |
| YTD | -10.3% | +17.9% | -28.3% | -14.3% |
| 1Y | -7.9% | +23.2% | -31.1% | -12.4% |
| All | -7.9% | +22.2% | -30.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling