+71.0%
ICE vs ABCL
-80.5%
+151.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.7% | -1.2% |
| 7D | +2.0% | -3.2% | +5.2% | +2.1% |
| 30D | +12.9% | -7.4% | +20.3% | +13.0% |
| 3M | +15.4% | +81.9% | -66.5% | +12.8% |
| 6M | +13.1% | +135.7% | -122.6% | +9.0% |
| YTD | +7.5% | +247.4% | -239.9% | +1.5% |
| 1Y | +18.3% | +162.3% | -143.9% | +13.0% |
| 3Y | +65.9% | +165.5% | -99.6% | +55.1% |
| 5Y | +35.2% | -21.3% | +56.5% | +30.3% |
| All | +71.0% | -80.5% | +151.5% | +69.0% |
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