-8.4%
ICE vs AEIS
+76.3%
-84.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.8% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | +3.0% | -16.4% | +19.4% | +1.5% |
| 3M | +11.4% | -11.1% | +22.6% | +10.5% |
| 6M | -2.0% | -12.0% | +10.0% | -2.6% |
| YTD | -3.1% | +30.9% | -34.0% | -3.0% |
| 1Y | -8.4% | +74.3% | -82.7% | -5.9% |
| All | -8.4% | +76.3% | -84.6% | -5.9% |
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