+86.8%
ACN vs ICE
+217.4%
-130.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -7.9% | -5.3% | -2.5% | -4.7% |
| 30D | -1.1% | +3.0% | -4.1% | -2.8% |
| 3M | +5.6% | +11.4% | -5.8% | -1.1% |
| 6M | -9.9% | -2.0% | -7.9% | -8.9% |
| YTD | -32.3% | -3.1% | -29.2% | -31.1% |
| 1Y | -25.3% | -8.4% | -16.9% | -21.5% |
| 3Y | -42.3% | +40.7% | -83.0% | -54.4% |
| 5Y | -43.5% | +40.0% | -83.4% | -55.8% |
| All | +86.8% | +217.4% | -130.6% | +2.2% |
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