+26.7%
ICE vs AHR
+356.1%
-329.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | +4.0% | +1.9% | +2.1% | +3.7% |
| 3M | +13.7% | +15.7% | -2.0% | +10.9% |
| 6M | +0.9% | +2.5% | -1.6% | +0.2% |
| YTD | -2.1% | +15.0% | -17.2% | -5.2% |
| 1Y | -9.5% | +28.1% | -37.6% | -15.0% |
| All | +26.7% | +356.1% | -329.4% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling