+41.7%
ICE vs AEM
+306.3%
-264.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -2.4% | -2.1% | -0.3% | -2.2% |
| 30D | +4.0% | +8.4% | -4.4% | +3.0% |
| 3M | +13.7% | +27.3% | -13.6% | +10.6% |
| 6M | +0.9% | -9.7% | +10.6% | +1.7% |
| YTD | -2.1% | +19.0% | -21.1% | -5.1% |
| 1Y | -9.5% | +31.5% | -41.0% | -13.9% |
| 3Y | +42.1% | +338.7% | -296.6% | +12.4% |
| All | +41.7% | +306.3% | -264.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling