+2,316.3%
ICE vs AEM
+1,826.4%
+489.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.9% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | +7.6% | +24.0% | -16.4% | +4.4% |
| 3M | +13.9% | +16.1% | -2.2% | +11.2% |
| 6M | -2.4% | -11.6% | +9.3% | -1.5% |
| YTD | +0.3% | +21.5% | -21.3% | -3.6% |
| 1Y | -6.4% | +39.2% | -45.6% | -12.1% |
| 3Y | +43.1% | +347.4% | -304.3% | +12.9% |
| 5Y | +42.1% | +290.1% | -248.0% | +12.3% |
| 10Y | +220.9% | +357.8% | -136.9% | +136.5% |
| All | +2,316.3% | +1,826.4% | +489.9% | +738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling