-22.9%
ACN vs ICE
+40.6%
-63.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.8% |
| 7D | +1.6% | +3.2% | -1.6% | -0.4% |
| 30D | +24.6% | +12.9% | +11.7% | +15.8% |
| 3M | +46.2% | +17.5% | +28.6% | +32.6% |
| 6M | +46.2% | +14.0% | +32.2% | +34.6% |
| YTD | -0.9% | +10.0% | -10.9% | -6.8% |
| 1Y | +8.8% | +19.5% | -10.8% | -2.4% |
| 3Y | -14.3% | +66.8% | -81.0% | -38.9% |
| All | -22.9% | +40.6% | -63.5% | -38.6% |
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