+753.6%
IAU vs AME
+2,373.0%
-1,619.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.6% | +5.9% | -10.5% | -4.7% |
| 30D | -5.4% | -1.9% | -3.5% | -5.4% |
| 3M | -10.9% | -5.4% | -5.5% | -10.8% |
| 6M | -17.4% | +4.9% | -22.3% | -17.5% |
| YTD | -10.2% | +18.5% | -28.7% | -10.6% |
| 1Y | -7.1% | +25.5% | -32.5% | -7.5% |
| 3Y | +97.7% | +63.0% | +34.7% | +95.5% |
| 5Y | +105.3% | +78.3% | +27.0% | +102.4% |
| 10Y | +208.0% | +447.1% | -239.1% | +197.1% |
| All | +753.6% | +2,373.0% | -1,619.4% | +674.1% |
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