-42.9%
ACN vs ICE
+42.0%
-84.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.8% |
| 7D | -4.8% | -1.2% | -3.7% | -4.1% |
| 30D | +1.9% | +5.0% | -3.1% | -1.0% |
| 3M | +3.9% | +13.9% | -10.0% | -3.8% |
| 6M | -15.0% | -4.4% | -10.6% | -13.1% |
| YTD | -31.9% | -1.9% | -30.0% | -31.3% |
| 1Y | -28.5% | -8.1% | -20.4% | -25.4% |
| 3Y | -41.9% | +42.5% | -84.4% | -54.4% |
| 5Y | -42.9% | +40.6% | -83.5% | -55.1% |
| All | -42.9% | +42.0% | -84.8% | -55.1% |
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