+20.6%
ICE vs AEIS
+6.2%
+14.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -11.1% | +13.5% | +1.1% |
| 7D | +12.2% | -12.7% | +24.9% | +10.7% |
| 30D | +15.0% | -28.8% | +43.8% | +11.7% |
| 3M | +17.6% | -38.0% | +55.6% | +13.1% |
| 6M | +12.6% | -45.3% | +57.9% | +8.6% |
| YTD | +9.1% | +1.1% | +8.0% | +6.5% |
| 1Y | +20.6% | +8.6% | +12.0% | +17.9% |
| All | +20.6% | +6.2% | +14.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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