+918.6%
ICE vs AG
+312.9%
+605.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.6% |
| 7D | +1.0% | +10.8% | -9.8% | +0.2% |
| 30D | +11.4% | -8.2% | +19.6% | +12.0% |
| 3M | +16.2% | -13.7% | +29.9% | +17.1% |
| 6M | +12.5% | -27.3% | +39.8% | +14.3% |
| YTD | +8.6% | -4.6% | +13.1% | +6.5% |
| 1Y | +18.4% | +39.4% | -21.0% | +12.1% |
| 3Y | +66.4% | +244.1% | -177.7% | +40.7% |
| 5Y | +37.2% | +16.8% | +20.4% | +24.5% |
| 10Y | +244.8% | +71.7% | +173.1% | +177.7% |
| All | +918.6% | +312.9% | +605.7% | +353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling