+2,263.8%
ICE vs AIG
-90.6%
+2,354.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.7% |
| 7D | -1.2% | -1.6% | +0.4% | -0.7% |
| 30D | +5.0% | -5.2% | +10.2% | +6.4% |
| 3M | +13.9% | +1.5% | +12.4% | +13.4% |
| 6M | -4.4% | -3.9% | -0.5% | -3.7% |
| YTD | -1.9% | -11.6% | +9.7% | +0.6% |
| 1Y | -8.1% | -2.9% | -5.2% | -8.1% |
| 3Y | +42.5% | +33.7% | +8.8% | +30.6% |
| 5Y | +40.6% | +52.7% | -12.0% | +22.6% |
| 10Y | +217.1% | +62.6% | +154.5% | +155.1% |
| All | +2,263.8% | -90.6% | +2,354.4% | +3,660.9% |
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