+244.8%
ICE vs ACGL
+332.3%
-87.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +11.4% | +13.1% | -1.7% | +6.7% |
| 3M | +16.2% | +9.8% | +6.4% | +12.5% |
| 6M | +12.5% | +15.3% | -2.8% | +6.8% |
| YTD | +8.6% | +12.7% | -4.2% | +3.6% |
| 1Y | +18.4% | +20.7% | -2.4% | +10.2% |
| 3Y | +66.4% | +34.3% | +32.1% | +46.5% |
| 5Y | +37.2% | +170.6% | -133.4% | -10.1% |
| 10Y | +244.8% | +330.6% | -85.7% | +72.8% |
| All | +244.8% | +332.3% | -87.5% | +72.8% |
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