+11.9%
ACN vs ICE
+21.0%
-9.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +1.9% |
| 7D | +8.6% | +12.2% | -3.6% | -0.9% |
| 30D | +36.6% | +15.0% | +21.6% | +22.6% |
| 3M | +56.3% | +17.6% | +38.7% | +37.8% |
| 6M | +49.7% | +12.6% | +37.1% | +34.5% |
| YTD | +1.3% | +9.1% | -7.8% | -5.1% |
| 1Y | +11.9% | +20.6% | -8.7% | -1.8% |
| All | +11.9% | +21.0% | -9.1% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling