+2,583.6%
ICE vs AEM
+1,579.1%
+1,004.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +3.6% | -6.8% | +10.5% | +4.5% |
| 30D | +15.1% | +0.8% | +14.3% | +14.6% |
| 3M | +15.4% | -0.8% | +16.2% | +14.9% |
| 6M | +16.1% | -8.5% | +24.6% | +16.4% |
| YTD | +11.4% | +5.9% | +5.4% | +8.6% |
| 1Y | +18.5% | +6.6% | +11.9% | +15.3% |
| 3Y | +70.5% | +302.2% | -231.7% | +36.1% |
| 5Y | +40.9% | +250.8% | -209.9% | +12.7% |
| 10Y | +260.6% | +406.1% | -145.5% | +160.9% |
| All | +2,583.6% | +1,579.1% | +1,004.5% | +844.6% |
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