+2,263.8%
ICE vs AEM
+1,799.2%
+464.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -1.2% | +4.3% | -5.5% | -1.7% |
| 30D | +5.0% | +13.1% | -8.2% | +3.1% |
| 3M | +13.9% | +24.8% | -10.9% | +10.1% |
| 6M | -4.4% | -8.2% | +3.8% | -4.1% |
| YTD | -1.9% | +19.8% | -21.7% | -5.5% |
| 1Y | -8.1% | +32.1% | -40.2% | -13.1% |
| 3Y | +42.5% | +348.2% | -305.7% | +12.4% |
| 5Y | +40.6% | +297.5% | -256.8% | +10.9% |
| 10Y | +217.1% | +343.3% | -126.2% | +134.9% |
| All | +2,263.8% | +1,799.2% | +464.6% | +721.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling