+40.6%
ICE vs AG
+65.4%
-24.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -1.2% | +4.5% | -5.6% | -1.4% |
| 30D | +5.0% | +12.9% | -7.9% | +4.0% |
| 3M | +13.9% | +20.9% | -7.1% | +12.1% |
| 6M | -4.4% | -19.5% | +15.1% | -3.6% |
| YTD | -1.9% | +24.8% | -26.7% | -5.1% |
| 1Y | -8.1% | +120.2% | -128.4% | -16.0% |
| 3Y | +42.5% | +279.0% | -236.5% | +19.4% |
| 5Y | +40.6% | +67.9% | -27.3% | +24.1% |
| All | +40.6% | +65.4% | -24.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling