+45.0%
ICE vs ACM
+5.0%
+40.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.7% | -3.7% | +3.1% | +0.4% |
| 30D | +7.6% | -11.1% | +18.7% | +10.7% |
| 3M | +13.9% | -8.0% | +21.9% | +15.8% |
| 6M | -2.4% | -29.7% | +27.3% | +7.1% |
| YTD | +0.3% | -29.4% | +29.6% | +9.4% |
| 1Y | -6.4% | -46.4% | +40.0% | +10.6% |
| 3Y | +43.1% | -22.3% | +65.5% | +45.1% |
| All | +45.0% | +5.0% | +40.0% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling