+38.5%
ICE vs AME
+76.8%
-38.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.2% |
| 7D | +1.0% | -1.5% | +2.5% | +1.3% |
| 30D | +11.4% | -4.2% | +15.6% | +12.4% |
| 3M | +16.2% | -5.9% | +22.1% | +17.7% |
| 6M | +12.5% | +2.8% | +9.7% | +10.1% |
| YTD | +8.6% | +16.6% | -8.0% | +0.5% |
| 1Y | +18.4% | +22.1% | -3.8% | +7.4% |
| 3Y | +66.4% | +64.7% | +1.7% | +25.7% |
| All | +38.5% | +76.8% | -38.3% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling