+7.7%
AAL vs ICE
+21.0%
-13.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.0% | +6.1% |
| 7D | +8.3% | +12.2% | -3.8% | +7.5% |
| 30D | +6.2% | +15.0% | -8.7% | +5.2% |
| 3M | -17.7% | +17.6% | -35.3% | -18.7% |
| 6M | +15.4% | +12.6% | +2.8% | +16.3% |
| YTD | -11.1% | +9.1% | -20.2% | -9.8% |
| 1Y | +7.7% | +20.6% | -12.8% | +2.2% |
| All | +7.7% | +21.0% | -13.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling