+43.9%
ICE vs AVTR
-59.2%
+103.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +14.7% | +1.5% | +13.2% | +14.3% |
| 3M | +19.8% | +14.2% | +5.6% | +17.1% |
| 6M | +15.2% | +97.4% | -82.1% | +2.4% |
| YTD | +12.7% | +37.3% | -24.6% | +6.2% |
| 1Y | +20.4% | +36.8% | -16.4% | +13.5% |
| 3Y | +70.8% | -15.2% | +86.0% | +68.3% |
| 5Y | +43.9% | -59.2% | +103.1% | +72.0% |
| All | +43.9% | -59.2% | +103.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling