+264.9%
ICE vs AG
+76.0%
+188.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +3.6% | -10.0% | +13.6% | +4.1% |
| 30D | +15.1% | -10.5% | +25.6% | +15.6% |
| 3M | +15.4% | -27.3% | +42.6% | +16.8% |
| 6M | +16.1% | -43.0% | +59.1% | +18.7% |
| YTD | +11.4% | -17.9% | +29.3% | +10.8% |
| 1Y | +18.5% | +11.9% | +6.5% | +15.6% |
| 3Y | +70.5% | +201.8% | -131.3% | +53.8% |
| 5Y | +40.9% | -0.1% | +41.0% | +32.2% |
| All | +264.9% | +76.0% | +188.8% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling