+20.6%
ICE vs AEE
+13.9%
+6.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.1% | +1.9% |
| 7D | +12.2% | +4.7% | +7.5% | +11.3% |
| 30D | +15.0% | +13.4% | +1.5% | +13.3% |
| 3M | +17.6% | +4.1% | +13.6% | +16.8% |
| 6M | +12.6% | +2.0% | +10.6% | +11.6% |
| YTD | +9.1% | +15.6% | -6.5% | +8.4% |
| 1Y | +20.6% | +14.1% | +6.5% | +20.6% |
| All | +20.6% | +13.9% | +6.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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