+264.9%
ICE vs AEIS
+332.3%
-67.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.9% |
| 7D | +3.6% | +11.5% | -7.9% | +2.2% |
| 30D | +15.1% | -15.8% | +30.8% | +16.7% |
| 3M | +15.4% | -33.3% | +48.7% | +20.2% |
| 6M | +16.1% | -35.2% | +51.3% | +19.5% |
| YTD | +11.4% | +5.0% | +6.3% | +3.8% |
| 1Y | +18.5% | +8.5% | +10.0% | +9.6% |
| 3Y | +70.5% | +152.9% | -82.3% | +28.9% |
| 5Y | +40.9% | +144.6% | -103.7% | +4.6% |
| All | +264.9% | +332.3% | -67.5% | +125.7% |
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