+210.5%
ICE vs AEIS
+531.1%
-320.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.1% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | +3.0% | -16.4% | +19.4% | +5.3% |
| 3M | +11.4% | -11.1% | +22.6% | +11.2% |
| 6M | -2.0% | -12.0% | +10.0% | -3.1% |
| YTD | -3.1% | +30.9% | -34.0% | -11.3% |
| 1Y | -8.4% | +74.3% | -82.7% | -21.0% |
| 3Y | +40.7% | +165.2% | -124.4% | +8.2% |
| 5Y | +40.0% | +220.0% | -180.1% | +1.1% |
| All | +210.5% | +531.1% | -320.6% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling