+2,316.3%
ICE vs AEE
+381.8%
+1,934.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | +7.6% | -2.3% | +9.9% | +9.1% |
| 3M | +13.9% | +0.2% | +13.7% | +13.3% |
| 6M | -2.4% | -4.7% | +2.4% | -0.1% |
| YTD | +0.3% | +8.1% | -7.8% | -5.6% |
| 1Y | -6.4% | +8.5% | -15.0% | -12.3% |
| 3Y | +43.1% | +48.9% | -5.8% | +6.8% |
| 5Y | +42.1% | +39.9% | +2.2% | +8.4% |
| 10Y | +220.9% | +186.5% | +34.4% | +29.1% |
| All | +2,316.3% | +381.8% | +1,934.5% | +468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling