+113.9%
ICE vs ACI
+32.8%
+81.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | +3.6% | +2.3% | +1.4% | +3.4% |
| 30D | +15.1% | +1.2% | +13.8% | +14.9% |
| 3M | +15.4% | +6.8% | +8.6% | +14.5% |
| 6M | +16.1% | -18.7% | +34.9% | +17.9% |
| YTD | +11.4% | -20.2% | +31.6% | +13.1% |
| 1Y | +18.5% | -23.7% | +42.2% | +20.8% |
| 3Y | +70.5% | -31.6% | +102.2% | +75.1% |
| 5Y | +40.9% | -42.8% | +83.7% | +44.3% |
| All | +113.9% | +32.8% | +81.1% | +112.4% |
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