+40.4%
ICE vs AMIX
-100.0%
+140.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.5% |
| 7D | +6.7% | -25.5% | +32.2% | +6.6% |
| 30D | +13.4% | -56.2% | +69.6% | +13.1% |
| 3M | +16.5% | -87.4% | +103.9% | +15.8% |
| 6M | +12.8% | -80.9% | +93.7% | +13.5% |
| YTD | +8.5% | -86.8% | +95.4% | +9.2% |
| 1Y | +20.6% | -91.3% | +111.9% | +21.2% |
| All | +40.4% | -100.0% | +140.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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