+46.6%
ICE vs AUR
-35.0%
+81.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.9% | +11.1% | -12.0% | -1.4% |
| 30D | +4.0% | -6.9% | +10.8% | +4.2% |
| 3M | +11.0% | +5.5% | +5.4% | +10.3% |
| 6M | -5.0% | +41.0% | -46.0% | -7.5% |
| YTD | -2.7% | +69.3% | -72.0% | -6.5% |
| 1Y | -8.6% | +14.0% | -22.7% | -10.4% |
| 3Y | +41.4% | +90.1% | -48.7% | +27.8% |
| 5Y | +39.9% | -34.4% | +74.3% | +24.0% |
| All | +46.6% | -35.0% | +81.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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