+77.2%
ICE vs ABCL
-81.2%
+158.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +3.6% | -3.3% | +6.9% | +3.7% |
| 30D | +15.1% | -7.1% | +22.2% | +15.2% |
| 3M | +15.4% | +4.7% | +10.6% | +14.8% |
| 6M | +16.1% | +140.9% | -124.8% | +11.8% |
| YTD | +11.4% | +236.0% | -224.6% | +5.3% |
| 1Y | +18.5% | +217.4% | -198.9% | +12.2% |
| 3Y | +70.5% | +188.7% | -118.2% | +58.6% |
| 5Y | +40.9% | -23.5% | +64.4% | +35.9% |
| All | +77.2% | -81.2% | +158.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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