-7.7%
AAL vs ICE
+41.9%
-49.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.0% |
| 7D | -0.3% | -1.2% | +0.8% | 0.0% |
| 30D | -19.0% | +5.0% | -24.0% | -20.3% |
| 3M | -5.1% | +13.9% | -19.0% | -9.0% |
| 6M | +15.5% | -4.4% | +19.9% | +18.2% |
| YTD | -15.8% | -1.9% | -13.9% | -15.3% |
| 1Y | -0.3% | -8.1% | +7.8% | +3.8% |
| 3Y | -7.7% | +42.5% | -50.1% | -30.2% |
| All | -7.7% | +41.9% | -49.6% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling