+2,516.3%
ICE vs AA
-16.5%
+2,532.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.7% | -0.4% |
| 7D | +1.0% | +4.8% | -3.8% | -0.2% |
| 30D | +11.4% | -0.6% | +12.1% | +11.3% |
| 3M | +16.2% | -16.3% | +32.4% | +20.4% |
| 6M | +12.5% | -33.4% | +45.9% | +21.6% |
| YTD | +8.6% | -20.7% | +29.2% | +10.3% |
| 1Y | +18.4% | +12.9% | +5.4% | +9.3% |
| 3Y | +66.4% | +75.7% | -9.3% | +25.6% |
| 5Y | +37.2% | -6.8% | +44.0% | +11.9% |
| 10Y | +244.8% | +53.6% | +191.2% | +80.6% |
| All | +2,516.3% | -16.5% | +2,532.7% | +1,311.9% |
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