+213.7%
ICE vs AEE
+191.1%
+22.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | +4.0% | -2.9% | +6.9% | +5.2% |
| 3M | +13.7% | -2.4% | +16.1% | +14.5% |
| 6M | +0.9% | -2.7% | +3.6% | +1.6% |
| YTD | -2.1% | +7.3% | -9.4% | -5.4% |
| 1Y | -9.5% | +7.5% | -17.1% | -12.7% |
| 3Y | +42.1% | +46.2% | -4.1% | +19.9% |
| 5Y | +41.4% | +39.7% | +1.7% | +20.8% |
| All | +213.7% | +191.1% | +22.5% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling