+210.5%
ICE vs AME
+427.9%
-217.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -5.3% | 0.0% | -5.4% | -5.4% |
| 30D | +3.0% | -8.6% | +11.6% | +6.9% |
| 3M | +11.4% | +5.8% | +5.7% | +8.0% |
| 6M | -2.0% | +3.8% | -5.9% | -4.9% |
| YTD | -3.1% | +14.4% | -17.6% | -10.3% |
| 1Y | -8.4% | +25.8% | -34.2% | -19.1% |
| 3Y | +40.7% | +55.2% | -14.4% | +9.2% |
| 5Y | +40.0% | +85.5% | -45.6% | -2.0% |
| All | +210.5% | +427.9% | -217.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling