+20.6%
ICE vs AHR
+26.3%
-5.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.2% |
| 7D | +12.2% | +9.5% | +2.7% | +11.8% |
| 30D | +15.0% | +11.7% | +3.3% | +14.8% |
| 3M | +17.6% | +4.0% | +13.6% | +17.1% |
| 6M | +12.6% | +13.5% | -0.9% | +12.7% |
| YTD | +9.1% | +21.6% | -12.5% | +10.7% |
| 1Y | +20.6% | +25.1% | -4.5% | +22.3% |
| All | +20.6% | +26.3% | -5.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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