+40.0%
ICE vs AON
+9.0%
+31.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.9% |
| 7D | -5.3% | -5.9% | +0.5% | -2.9% |
| 30D | +3.0% | -13.7% | +16.7% | +9.1% |
| 3M | +11.4% | -8.3% | +19.7% | +14.9% |
| 6M | -2.0% | -3.6% | +1.6% | -1.3% |
| YTD | -3.1% | -12.4% | +9.2% | +1.2% |
| 1Y | -8.4% | -14.6% | +6.3% | -3.3% |
| 3Y | +40.7% | -5.7% | +46.4% | +40.0% |
| 5Y | +40.0% | +9.1% | +30.8% | +25.0% |
| All | +40.0% | +9.0% | +31.0% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling