+65.9%
ICE vs ALLE
+88.9%
-23.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | +12.9% | +25.3% | -12.4% | +7.6% |
| 3M | +15.4% | +10.3% | +5.1% | +12.8% |
| 6M | +13.1% | +38.0% | -25.0% | +5.1% |
| YTD | +7.5% | +17.8% | -10.3% | +3.0% |
| 1Y | +18.3% | +13.6% | +4.7% | +14.6% |
| 3Y | +65.9% | +89.2% | -23.3% | +37.9% |
| All | +65.9% | +88.9% | -23.0% | +37.9% |
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