-10.4%
ICE vs AEM
+30.1%
-40.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | -5.3% | -5.0% | -0.3% | -5.3% |
| 30D | +3.0% | +8.5% | -5.4% | +3.0% |
| 3M | +11.4% | +29.3% | -17.8% | +11.5% |
| 6M | -2.0% | -12.9% | +10.9% | -2.3% |
| YTD | -3.1% | +16.8% | -19.9% | -2.6% |
| All | -10.4% | +30.1% | -40.5% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling