+40.4%
ICE vs ALLE
+52.7%
-12.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +2.2% | +1.6% | +0.7% | +1.7% |
| 30D | +13.7% | +24.1% | -10.4% | +5.9% |
| 3M | +17.9% | +14.8% | +3.1% | +12.5% |
| 6M | +15.0% | +45.9% | -30.9% | +0.7% |
| YTD | +10.9% | +20.7% | -9.8% | +3.0% |
| 1Y | +17.0% | +14.2% | +2.8% | +10.9% |
| 3Y | +68.2% | +90.7% | -22.5% | +26.1% |
| 5Y | +40.4% | +50.6% | -10.1% | +14.1% |
| All | +40.4% | +52.7% | -12.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling