+2,583.6%
ICE vs AIG
-89.4%
+2,673.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +3.6% | +6.6% | -3.0% | +2.0% |
| 30D | +15.1% | +7.0% | +8.1% | +13.2% |
| 3M | +15.4% | +9.7% | +5.7% | +12.7% |
| 6M | +16.1% | +10.8% | +5.3% | +13.1% |
| YTD | +11.4% | -1.3% | +12.6% | +11.1% |
| 1Y | +18.5% | +8.4% | +10.1% | +15.4% |
| 3Y | +70.5% | +39.0% | +31.5% | +54.9% |
| 5Y | +40.9% | +59.6% | -18.7% | +21.7% |
| 10Y | +260.6% | +68.4% | +192.2% | +187.5% |
| All | +2,583.6% | -89.4% | +2,673.1% | +4,053.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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