+41.3%
ICE vs ACM
-22.3%
+63.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | -0.9% | -3.7% | +2.8% | -0.1% |
| 30D | +4.0% | -12.7% | +16.6% | +6.4% |
| 3M | +11.0% | -9.8% | +20.8% | +12.6% |
| 6M | -5.0% | -31.4% | +26.4% | +2.3% |
| YTD | -2.7% | -32.1% | +29.4% | +4.7% |
| 1Y | -8.6% | -47.8% | +39.2% | +3.7% |
| All | +41.3% | -22.3% | +63.6% | +39.8% |
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