+2,316.3%
ICE vs AME
+2,049.9%
+266.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -3.0% |
| 7D | -0.7% | +0.6% | -1.3% | -1.1% |
| 30D | +7.6% | -6.7% | +14.3% | +12.3% |
| 3M | +13.9% | +4.1% | +9.9% | +9.8% |
| 6M | -2.4% | +1.6% | -3.9% | -5.3% |
| YTD | +0.3% | +16.1% | -15.9% | -11.3% |
| 1Y | -6.4% | +27.3% | -33.7% | -22.7% |
| 3Y | +43.1% | +50.9% | -7.8% | +1.3% |
| 5Y | +42.1% | +81.4% | -39.3% | -13.0% |
| 10Y | +220.9% | +417.0% | -196.0% | -19.0% |
| All | +2,316.3% | +2,049.9% | +266.3% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling