+45.7%
ICE vs AA
+82.7%
-37.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +7.6% | +5.0% | +2.6% | +7.3% |
| 3M | +13.9% | -35.8% | +49.8% | +16.5% |
| 6M | -2.4% | -18.4% | +16.0% | -1.9% |
| YTD | +0.3% | -5.5% | +5.7% | -0.5% |
| 1Y | -6.4% | +61.0% | -67.4% | -10.8% |
| All | +45.7% | +82.7% | -37.0% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling