+264.8%
ICE vs AA
+48.4%
+216.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.1% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +14.7% | -1.3% | +16.0% | +14.7% |
| 3M | +19.8% | -23.9% | +43.7% | +23.0% |
| 6M | +15.2% | -36.8% | +52.0% | +20.0% |
| YTD | +12.7% | -22.2% | +34.8% | +13.7% |
| 1Y | +20.4% | +10.4% | +10.0% | +16.5% |
| 3Y | +70.8% | +72.0% | -1.2% | +51.0% |
| 5Y | +43.9% | -15.6% | +59.6% | +35.0% |
| 10Y | +264.8% | +47.8% | +217.0% | +170.6% |
| All | +264.8% | +48.4% | +216.4% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling