+41.3%
ICE vs AVTR
-26.6%
+67.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -0.9% | +1.6% | -2.4% | -1.0% |
| 30D | +4.0% | +8.4% | -4.4% | +3.1% |
| 3M | +11.0% | +50.2% | -39.2% | +6.1% |
| 6M | -5.0% | +82.6% | -87.5% | -11.3% |
| YTD | -2.7% | +29.8% | -32.5% | -5.6% |
| 1Y | -8.6% | +16.0% | -24.6% | -10.6% |
| All | +41.3% | -26.6% | +67.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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