+141.9%
IAU vs AME
+83.9%
+58.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.2% | +1.3% | -1.2% | 0.0% |
| 30D | +0.2% | -6.6% | +6.8% | +0.8% |
| 3M | +3.3% | +3.0% | +0.3% | +3.0% |
| 6M | -14.6% | +5.3% | -19.9% | -15.0% |
| YTD | +1.9% | +15.4% | -13.6% | +1.1% |
| 1Y | +20.9% | +26.8% | -5.9% | +19.5% |
| 3Y | +127.5% | +56.5% | +71.0% | +122.0% |
| 5Y | +141.9% | +85.2% | +56.7% | +129.9% |
| All | +141.9% | +83.9% | +58.0% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling