+41.3%
ICE vs AEM
+344.0%
-302.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.9% | +3.0% | -3.9% | -1.1% |
| 30D | +4.0% | +12.5% | -8.5% | +3.0% |
| 3M | +11.0% | +26.9% | -16.0% | +9.0% |
| 6M | -5.0% | -9.4% | +4.5% | -4.3% |
| YTD | -2.7% | +20.3% | -23.0% | -5.1% |
| 1Y | -8.6% | +33.8% | -42.4% | -12.4% |
| All | +41.3% | +344.0% | -302.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling