+65.1%
AEP vs ICE
+39.3%
+25.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.9% | -0.9% | +1.7% | +1.1% |
| 30D | +1.5% | +4.0% | -2.5% | +0.3% |
| 3M | -1.7% | +11.0% | -12.6% | -4.8% |
| 6M | -4.0% | -5.0% | +0.9% | -2.9% |
| YTD | +10.6% | -2.7% | +13.3% | +10.4% |
| 1Y | +18.6% | -8.6% | +27.2% | +21.0% |
| 3Y | +78.7% | +41.4% | +37.3% | +54.0% |
| 5Y | +65.1% | +39.9% | +25.2% | +36.0% |
| All | +65.1% | +39.3% | +25.8% | +36.0% |
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