+116.4%
ICE vs ACI
+32.1%
+84.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | +3.2% | -5.3% | +8.6% | +3.8% |
| 30D | +14.7% | +5.0% | +9.7% | +14.1% |
| 3M | +19.8% | +7.5% | +12.3% | +18.8% |
| 6M | +15.2% | -16.0% | +31.3% | +16.6% |
| YTD | +12.7% | -20.6% | +33.3% | +14.4% |
| 1Y | +20.4% | -23.5% | +43.9% | +22.7% |
| 3Y | +70.8% | -32.1% | +102.9% | +75.5% |
| 5Y | +43.9% | -42.5% | +86.4% | +47.5% |
| All | +116.4% | +32.1% | +84.3% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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