+64.6%
ICE vs AME
+63.2%
+1.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.7% |
| 7D | +1.0% | -1.5% | +2.5% | +1.1% |
| 30D | +11.4% | -4.2% | +15.6% | +11.7% |
| 3M | +16.2% | -5.9% | +22.1% | +16.7% |
| 6M | +12.5% | +2.8% | +9.7% | +11.3% |
| YTD | +8.6% | +16.6% | -8.0% | +4.4% |
| 1Y | +18.4% | +22.1% | -3.8% | +12.7% |
| All | +64.6% | +63.2% | +1.4% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling