+876.7%
IAU vs AME
+2,324.6%
-1,447.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | -6.7% | +11.1% | +4.6% |
| 3M | -1.1% | +4.1% | -5.1% | -1.2% |
| 6M | -13.7% | +1.6% | -15.3% | -13.8% |
| YTD | +2.7% | +16.1% | -13.4% | +2.4% |
| 1Y | +24.6% | +27.3% | -2.7% | +24.0% |
| 3Y | +126.8% | +50.9% | +76.0% | +124.7% |
| 5Y | +139.5% | +81.4% | +58.1% | +136.1% |
| 10Y | +226.3% | +417.0% | -190.7% | +215.1% |
| All | +876.7% | +2,324.6% | -1,447.9% | +786.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling