+214.9%
ICE vs ACM
+124.8%
+90.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.1% |
| 7D | -0.9% | -3.7% | +2.8% | +0.2% |
| 30D | +4.0% | -12.7% | +16.6% | +7.7% |
| 3M | +11.0% | -9.8% | +20.8% | +13.6% |
| 6M | -5.0% | -31.4% | +26.4% | +5.2% |
| YTD | -2.7% | -32.1% | +29.4% | +7.6% |
| 1Y | -8.6% | -47.8% | +39.2% | +8.9% |
| 3Y | +41.4% | -22.1% | +63.4% | +46.0% |
| 5Y | +39.9% | +1.8% | +38.1% | +31.4% |
| 10Y | +214.9% | +132.5% | +82.4% | +115.6% |
| All | +214.9% | +124.8% | +90.1% | +115.6% |
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