+35.5%
ICE vs ACGL
+159.2%
-123.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.2% |
| 7D | +2.0% | +0.9% | +1.2% | +1.8% |
| 30D | +12.9% | +13.7% | -0.8% | +9.1% |
| 3M | +15.4% | +8.0% | +7.4% | +13.0% |
| 6M | +13.1% | +13.3% | -0.2% | +9.2% |
| YTD | +7.5% | +11.8% | -4.4% | +3.9% |
| 1Y | +18.3% | +22.2% | -3.9% | +11.6% |
| 3Y | +65.9% | +32.5% | +33.4% | +52.4% |
| All | +35.5% | +159.2% | -123.7% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling