You can set up an automatic reply to respond to incoming emails with the Mail app and iCloud.com. You can use this feature even if you forward your iCloud Mail to another email account.
To send an automatic reply:
° In Mail on iCloud.com, click the Settings icon at the top of the Mailboxes list, then choose Settings.
Graphic: Settings icon at the top of the Mailboxes list.
° Click Auto-Reply, select “Automatically reply to messages when they are received,” then type the message you want to send.
° Set an optional date range.
The autoreply is active from the first day of the date range until the last.
Anyone who sends you multiple emails while you’re away receives one autoreply in a 24-hour period.
To stop sending an automatic reply:
° In Mail on iCloud.com, click the Settings icon at the top of the Mailboxes list, then choose Settings.
° Click Auto-Reply, then deselect “Automatically reply to messages when they are received.”
(This how-to is based on my experiences and info on Apple’s support pages — where the images sometimes come from.)