+217.1%
ICE vs ACGL
+263.8%
-46.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.3% |
| 7D | -1.2% | -2.9% | +1.8% | -0.1% |
| 30D | +5.0% | -2.8% | +7.8% | +6.0% |
| 3M | +13.9% | +6.8% | +7.1% | +11.2% |
| 6M | -4.4% | -1.5% | -2.9% | -4.2% |
| YTD | -1.9% | -0.2% | -1.7% | -2.4% |
| 1Y | -8.1% | +5.3% | -13.4% | -10.4% |
| 3Y | +42.5% | +30.3% | +12.2% | +26.2% |
| 5Y | +40.6% | +151.8% | -111.2% | -5.9% |
| 10Y | +217.1% | +266.9% | -49.7% | +72.0% |
| All | +217.1% | +263.8% | -46.7% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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