+17.0%
ICE vs AME
+22.2%
-5.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +2.2% | +8.1% | -5.9% | +3.1% |
| 30D | +13.7% | -3.8% | +17.5% | +13.3% |
| 3M | +17.9% | -6.6% | +24.5% | +17.2% |
| 6M | +15.0% | +4.6% | +10.4% | +14.4% |
| YTD | +10.9% | +17.9% | -7.0% | +5.7% |
| 1Y | +17.0% | +23.2% | -6.2% | +9.0% |
| All | +17.0% | +22.2% | -5.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling