+1,232.0%
ACN vs ICE
+2,591.0%
-1,359.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -5.7% | +2.2% | -8.0% | -6.3% |
| 30D | +17.0% | +13.7% | +3.3% | +13.0% |
| 3M | +39.9% | +17.9% | +21.9% | +33.7% |
| 6M | +50.2% | +15.0% | +35.2% | +44.7% |
| YTD | -4.2% | +10.9% | -15.1% | -6.7% |
| 1Y | +4.3% | +17.0% | -12.7% | +0.1% |
| 3Y | -17.1% | +68.2% | -85.3% | -28.1% |
| 5Y | -26.5% | +40.4% | -66.9% | -33.3% |
| 10Y | +147.7% | +259.3% | -111.6% | +81.2% |
| All | +1,232.0% | +2,591.0% | -1,359.0% | +580.2% |
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 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