+40.6%
ICE vs AME
+85.0%
-44.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.2% | +2.8% | -3.9% | -2.0% |
| 30D | +5.0% | -6.3% | +11.2% | +7.1% |
| 3M | +13.9% | +5.4% | +8.5% | +11.1% |
| 6M | -4.4% | +7.4% | -11.9% | -7.9% |
| YTD | -1.9% | +16.2% | -18.1% | -8.6% |
| 1Y | -8.1% | +26.8% | -34.9% | -17.7% |
| 3Y | +42.5% | +57.5% | -15.0% | +11.1% |
| 5Y | +40.6% | +84.8% | -44.2% | -1.2% |
| All | +40.6% | +85.0% | -44.4% | -1.2% |
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