+213.7%
ICE vs AON
+204.8%
+8.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.7% |
| 7D | -2.4% | -6.3% | +3.9% | +0.4% |
| 30D | +4.0% | -14.1% | +18.1% | +10.8% |
| 3M | +13.7% | -9.5% | +23.2% | +18.1% |
| 6M | +0.9% | -4.0% | +5.0% | +1.9% |
| YTD | -2.1% | -13.8% | +11.7% | +3.3% |
| 1Y | -9.5% | -18.3% | +8.8% | -2.4% |
| 3Y | +42.1% | -7.2% | +49.3% | +42.2% |
| 5Y | +41.4% | +7.3% | +34.0% | +30.3% |
| All | +213.7% | +204.8% | +8.9% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling