+129.9%
ICE vs ALC
+24.0%
+105.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | -0.7% | -2.1% | +1.4% | +0.1% |
| 30D | +7.6% | -0.1% | +7.7% | +7.6% |
| 3M | +13.9% | +5.9% | +8.0% | +11.3% |
| 6M | -2.4% | -15.9% | +13.6% | +3.4% |
| YTD | +0.3% | -10.1% | +10.4% | +3.4% |
| 1Y | -6.4% | -10.2% | +3.8% | -3.7% |
| 3Y | +43.1% | -13.6% | +56.7% | +45.5% |
| 5Y | +42.1% | -15.1% | +57.2% | +43.0% |
| All | +129.9% | +24.0% | +105.9% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling