+46.1%
ICE vs ALLE
+42.6%
+3.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | +7.6% | -6.8% | +14.4% | +9.2% |
| 3M | +13.9% | +21.0% | -7.1% | +8.8% |
| 6M | -2.4% | +1.1% | -3.5% | -2.7% |
| YTD | +0.3% | -0.5% | +0.8% | -0.3% |
| 1Y | -6.4% | -7.3% | +0.8% | -5.0% |
| All | +46.1% | +42.6% | +3.5% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling