+18.0%
ICE vs ACM
-46.1%
+64.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.3% |
| 7D | +1.0% | +6.9% | -5.9% | +0.1% |
| 30D | +11.4% | +19.1% | -7.6% | +8.8% |
| 3M | +16.2% | -6.9% | +23.1% | +16.8% |
| 6M | +12.5% | -12.0% | +24.5% | +13.8% |
| YTD | +8.6% | -25.1% | +33.7% | +13.2% |
| All | +18.0% | -46.1% | +64.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling