+13.0%
AAL vs ICE
+68.8%
-55.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | +6.5% | +13.7% | -7.2% | +2.9% |
| 3M | -10.9% | +17.9% | -28.8% | -14.9% |
| 6M | +4.9% | +15.0% | -10.1% | +1.6% |
| YTD | -13.2% | +10.9% | -24.1% | -15.5% |
| 1Y | -1.1% | +17.0% | -18.1% | -6.2% |
| All | +13.0% | +68.8% | -55.8% | -10.0% |
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