+264.9%
ICE vs ACM
+132.6%
+132.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +3.6% | +5.6% | -2.0% | +1.9% |
| 30D | +15.1% | +20.8% | -5.7% | +8.7% |
| 3M | +15.4% | +11.4% | +4.0% | +11.3% |
| 6M | +16.1% | +0.9% | +15.2% | +14.6% |
| YTD | +11.4% | -24.8% | +36.2% | +19.5% |
| 1Y | +18.5% | -46.4% | +64.9% | +41.1% |
| 3Y | +70.5% | -9.2% | +79.8% | +67.9% |
| 5Y | +40.9% | +5.0% | +35.9% | +30.9% |
| All | +264.9% | +132.6% | +132.2% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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