-64.8%
AAL vs ICE
+220.6%
-285.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -0.9% | -2.4% | +1.5% | +0.3% |
| 30D | -12.9% | +4.0% | -16.9% | -14.8% |
| 3M | -11.2% | +13.7% | -24.9% | -17.5% |
| 6M | +17.8% | +0.9% | +16.9% | +15.9% |
| YTD | -15.1% | -2.1% | -13.0% | -15.6% |
| 1Y | +0.5% | -9.5% | +10.0% | +4.2% |
| 3Y | -7.7% | +42.1% | -49.7% | -27.1% |
| 5Y | -31.3% | +41.4% | -72.7% | -46.7% |
| All | -64.8% | +220.6% | -285.4% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling