+69.9%
ICE vs AEIS
+159.1%
-89.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | +2.2% | +23.2% | -21.0% | +2.6% |
| 30D | +13.7% | -17.0% | +30.7% | +13.7% |
| 3M | +17.9% | -32.2% | +50.1% | +17.9% |
| 6M | +15.0% | -32.6% | +47.5% | +14.8% |
| YTD | +10.9% | +9.4% | +1.6% | +6.3% |
| 1Y | +17.0% | +7.7% | +9.3% | +12.1% |
| All | +69.9% | +159.1% | -89.2% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling