-32.2%
AAL vs ICE
+38.6%
-70.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -0.9% | -5.3% | +4.4% | +1.5% |
| 30D | -16.0% | +3.0% | -19.0% | -17.2% |
| 3M | -4.2% | +11.4% | -15.7% | -9.4% |
| 6M | +15.7% | -2.0% | +17.7% | +16.1% |
| YTD | -16.2% | -3.1% | -13.0% | -15.8% |
| 1Y | +0.2% | -8.4% | +8.6% | +3.6% |
| 3Y | -8.1% | +40.7% | -48.8% | -28.0% |
| 5Y | -32.2% | +40.0% | -72.1% | -47.5% |
| All | -32.2% | +38.6% | -70.8% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling