+155.4%
ICE vs ALC
+30.4%
+125.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.8% |
| 7D | +3.6% | -1.1% | +4.7% | +4.0% |
| 30D | +15.1% | +16.0% | -1.0% | +8.8% |
| 3M | +15.4% | +0.8% | +14.6% | +14.8% |
| 6M | +16.1% | +16.8% | -0.7% | +9.2% |
| YTD | +11.4% | -5.5% | +16.8% | +12.5% |
| 1Y | +18.5% | -5.3% | +23.7% | +19.5% |
| 3Y | +70.5% | +4.1% | +66.5% | +60.4% |
| 5Y | +40.9% | -7.1% | +48.0% | +36.7% |
| All | +155.4% | +30.4% | +125.0% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling