+366.8%
ICE vs ALLE
+260.9%
+105.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | +7.6% | -6.8% | +14.4% | +10.3% |
| 3M | +13.9% | +21.0% | -7.1% | +5.7% |
| 6M | -2.4% | +1.1% | -3.5% | -3.6% |
| YTD | +0.3% | -0.5% | +0.8% | -0.9% |
| 1Y | -6.4% | -7.3% | +0.8% | -5.2% |
| 3Y | +43.1% | +42.3% | +0.8% | +20.7% |
| 5Y | +42.1% | +13.5% | +28.6% | +28.2% |
| 10Y | +220.9% | +144.0% | +76.9% | +111.6% |
| All | +366.8% | +260.9% | +105.9% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling