+2,551.3%
ICE vs AA
-20.1%
+2,571.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.4% |
| 7D | +3.2% | +1.2% | +1.9% | +2.7% |
| 30D | +12.9% | -5.0% | +17.9% | +14.0% |
| 3M | +17.5% | -22.2% | +39.8% | +24.0% |
| 6M | +14.0% | -36.3% | +50.3% | +24.5% |
| YTD | +10.0% | -24.2% | +34.2% | +12.9% |
| 1Y | +19.5% | +3.9% | +15.7% | +12.7% |
| 3Y | +66.8% | +67.6% | -0.8% | +27.3% |
| 5Y | +40.3% | -8.8% | +49.2% | +14.9% |
| 10Y | +249.7% | +45.0% | +204.7% | +86.1% |
| All | +2,551.3% | -20.1% | +2,571.4% | +1,345.8% |
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