+2,244.9%
ICE vs AFL
+652.7%
+1,592.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.9% | -2.1% | +1.3% | +0.3% |
| 30D | +4.0% | -5.4% | +9.4% | +6.9% |
| 3M | +11.0% | -0.3% | +11.2% | +11.0% |
| 6M | -5.0% | +5.2% | -10.2% | -7.6% |
| YTD | -2.7% | +5.7% | -8.4% | -5.7% |
| 1Y | -8.6% | +10.2% | -18.8% | -13.5% |
| 3Y | +41.4% | +63.4% | -22.1% | +7.3% |
| 5Y | +39.9% | +133.0% | -93.2% | -13.1% |
| 10Y | +214.9% | +299.5% | -84.6% | +34.9% |
| All | +2,244.9% | +652.7% | +1,592.2% | +513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling