+149.0%
ICE vs ALC
+32.2%
+116.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +1.0% | +2.1% | -1.0% | +0.2% |
| 30D | +11.4% | +17.2% | -5.8% | +5.0% |
| 3M | +16.2% | +4.6% | +11.5% | +14.0% |
| 6M | +12.5% | +20.1% | -7.6% | +4.7% |
| YTD | +8.6% | -4.2% | +12.7% | +9.2% |
| 1Y | +18.4% | +2.1% | +16.3% | +16.1% |
| 3Y | +66.4% | +4.5% | +62.0% | +56.5% |
| 5Y | +37.2% | -12.3% | +49.5% | +36.7% |
| All | +149.0% | +32.2% | +116.8% | +89.8% |
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