+125.4%
IAU vs AME
+55.3%
+70.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | +2.8% | -2.0% | +0.4% |
| 30D | +0.3% | -6.3% | +6.6% | +1.0% |
| 3M | +0.7% | +5.4% | -4.7% | +0.1% |
| 6M | -15.5% | +7.4% | -22.9% | -16.1% |
| YTD | +1.0% | +16.2% | -15.2% | +0.3% |
| 1Y | +19.6% | +26.8% | -7.2% | +18.7% |
| 3Y | +125.4% | +57.5% | +67.9% | +128.4% |
| All | +125.4% | +55.3% | +70.2% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling