+2,489.8%
ICE vs ACGL
+1,730.5%
+759.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.7% |
| 7D | +2.0% | +0.9% | +1.2% | +1.5% |
| 30D | +12.9% | +13.7% | -0.8% | +4.8% |
| 3M | +15.4% | +8.0% | +7.4% | +10.4% |
| 6M | +13.1% | +13.3% | -0.2% | +4.8% |
| YTD | +7.5% | +11.8% | -4.4% | -0.4% |
| 1Y | +18.3% | +22.2% | -3.9% | +4.0% |
| 3Y | +65.9% | +32.5% | +33.4% | +33.4% |
| 5Y | +35.2% | +160.2% | -125.0% | -32.9% |
| 10Y | +266.7% | +338.5% | -71.8% | +3.4% |
| All | +2,489.8% | +1,730.5% | +759.3% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling