+2,316.3%
ICE vs AA
-0.4%
+2,316.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +7.6% | +5.0% | +2.6% | +6.0% |
| 3M | +13.9% | -35.8% | +49.8% | +25.6% |
| 6M | -2.4% | -18.4% | +16.0% | +0.1% |
| YTD | +0.3% | -5.5% | +5.7% | -2.0% |
| 1Y | -6.4% | +61.0% | -67.4% | -21.2% |
| 3Y | +43.1% | +66.2% | -23.1% | +10.1% |
| 5Y | +42.1% | +11.4% | +30.7% | +10.0% |
| 10Y | +220.9% | +116.9% | +104.1% | +49.2% |
| All | +2,316.3% | -0.4% | +2,316.7% | +1,155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling