+1,277.6%
ACN vs ICE
+2,568.3%
-1,290.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +1.6% | +3.2% | -1.6% | +0.7% |
| 30D | +24.6% | +12.9% | +11.7% | +20.6% |
| 3M | +46.2% | +17.5% | +28.6% | +39.9% |
| 6M | +46.2% | +14.0% | +32.2% | +41.2% |
| YTD | -0.9% | +10.0% | -10.9% | -3.2% |
| 1Y | +8.8% | +19.5% | -10.8% | +3.8% |
| 3Y | -14.3% | +66.8% | -81.0% | -25.4% |
| 5Y | -22.6% | +40.3% | -63.0% | -29.7% |
| 10Y | +153.7% | +249.7% | -96.0% | +86.8% |
| All | +1,277.6% | +2,568.3% | -1,290.7% | +605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling