-8.4%
ICE vs AME
+26.3%
-34.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.5% |
| 7D | -5.3% | 0.0% | -5.4% | -5.3% |
| 30D | +3.0% | -8.6% | +11.6% | +2.6% |
| 3M | +11.4% | +5.8% | +5.7% | +10.7% |
| 6M | -2.0% | +3.8% | -5.9% | -2.8% |
| YTD | -3.1% | +14.4% | -17.6% | -5.4% |
| 1Y | -8.4% | +25.8% | -34.2% | -11.5% |
| All | -8.4% | +26.3% | -34.7% | -11.5% |
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 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