+20.6%
ICE vs ALLE
+18.6%
+2.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.6% | +2.1% |
| 7D | +12.2% | +6.7% | +5.5% | +11.3% |
| 30D | +15.0% | +25.4% | -10.4% | +12.1% |
| 3M | +17.6% | +16.9% | +0.7% | +15.2% |
| 6M | +12.6% | +46.6% | -34.0% | +8.8% |
| YTD | +9.1% | +22.4% | -13.3% | +4.3% |
| 1Y | +20.6% | +17.7% | +2.9% | +17.7% |
| All | +20.6% | +18.6% | +2.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling