+123.1%
ICE vs ALC
+20.4%
+102.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -0.9% | -5.3% | +4.4% | +1.1% |
| 30D | +4.0% | -7.1% | +11.0% | +6.7% |
| 3M | +11.0% | +0.8% | +10.2% | +10.4% |
| 6M | -5.0% | -16.0% | +11.0% | +0.6% |
| YTD | -2.7% | -12.7% | +10.0% | +1.5% |
| 1Y | -8.6% | -12.8% | +4.2% | -4.9% |
| 3Y | +41.4% | -15.8% | +57.2% | +45.1% |
| 5Y | +39.9% | -16.7% | +56.5% | +41.5% |
| All | +123.1% | +20.4% | +102.8% | +76.3% |
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