-68.3%
AAL vs ICE
+258.3%
-326.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.8% |
| 7D | +2.9% | +2.2% | +0.7% | +1.8% |
| 30D | +6.5% | +13.7% | -7.2% | -0.3% |
| 3M | -10.9% | +17.9% | -28.8% | -18.3% |
| 6M | +4.9% | +15.0% | -10.1% | -3.2% |
| YTD | -13.2% | +10.9% | -24.1% | -19.1% |
| 1Y | -1.1% | +17.0% | -18.1% | -10.7% |
| 3Y | +12.8% | +68.2% | -55.4% | -18.8% |
| 5Y | -34.4% | +40.4% | -74.8% | -48.6% |
| All | -68.3% | +258.3% | -326.6% | -86.2% |
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 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