-9.5%
ICE vs AFL
+9.8%
-19.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -2.4% | -1.6% | -0.7% | -1.7% |
| 30D | +4.0% | -4.0% | +8.0% | +5.7% |
| 3M | +13.7% | -0.5% | +14.2% | +13.7% |
| 6M | +0.9% | +6.5% | -5.6% | -2.0% |
| YTD | -2.1% | +6.2% | -8.3% | -5.8% |
| 1Y | -9.5% | +8.3% | -17.8% | -14.2% |
| All | -9.5% | +9.8% | -19.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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