+40.4%
ICE vs ACGL
+176.7%
-136.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | +13.7% | +12.8% | +0.9% | +10.1% |
| 3M | +17.9% | +12.3% | +5.6% | +14.3% |
| 6M | +15.0% | +15.8% | -0.9% | +10.4% |
| YTD | +10.9% | +13.9% | -2.9% | +6.7% |
| 1Y | +17.0% | +19.0% | -2.0% | +11.1% |
| 3Y | +68.2% | +33.7% | +34.5% | +54.2% |
| 5Y | +40.4% | +173.4% | -133.0% | +1.7% |
| All | +40.4% | +176.7% | -136.3% | +1.7% |
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