+42.5%
ICE vs ACM
-19.8%
+62.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +5.0% | -12.9% | +17.9% | +7.6% |
| 3M | +13.9% | -6.4% | +20.3% | +14.8% |
| 6M | -4.4% | -29.2% | +24.8% | +2.2% |
| YTD | -1.9% | -29.9% | +28.0% | +4.9% |
| 1Y | -8.1% | -47.3% | +39.2% | +4.3% |
| 3Y | +42.5% | -19.6% | +62.1% | +39.9% |
| All | +42.5% | -19.8% | +62.3% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling