+210.5%
ICE vs AEM
+369.2%
-158.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -5.3% | -5.0% | -0.3% | -4.9% |
| 30D | +3.0% | +8.5% | -5.4% | +2.2% |
| 3M | +11.4% | +29.3% | -17.8% | +8.8% |
| 6M | -2.0% | -12.9% | +10.9% | -1.3% |
| YTD | -3.1% | +16.8% | -19.9% | -5.2% |
| 1Y | -8.4% | +29.8% | -38.2% | -11.5% |
| 3Y | +40.7% | +336.7% | -296.0% | +20.6% |
| 5Y | +40.0% | +299.9% | -260.0% | +19.3% |
| All | +210.5% | +369.2% | -158.7% | +167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling