+117.6%
IAU vs APTV
+138.1%
-20.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.6% | -1.7% | -2.8% | -4.6% |
| 30D | -5.4% | -11.6% | +6.2% | -5.3% |
| 3M | -10.9% | -21.2% | +10.3% | -10.6% |
| 6M | -17.4% | -28.5% | +11.2% | -16.9% |
| YTD | -10.2% | -49.1% | +38.9% | -9.5% |
| 1Y | -7.1% | -52.2% | +45.1% | -6.3% |
| 3Y | +97.7% | -48.6% | +146.3% | +99.1% |
| 5Y | +105.3% | -77.3% | +182.6% | +106.7% |
| 10Y | +208.0% | -26.9% | +234.9% | +211.4% |
| All | +117.6% | +138.1% | -20.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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