+1,254.4%
AAPL vs ICE
+217.4%
+1,037.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -0.5% | -5.3% | +4.8% | +2.5% |
| 30D | +7.1% | +3.0% | +4.1% | +5.3% |
| 3M | +12.1% | +11.4% | +0.7% | +5.5% |
| 6M | +25.4% | -2.0% | +27.5% | +25.8% |
| YTD | +20.5% | -3.1% | +23.6% | +20.5% |
| 1Y | +44.5% | -8.4% | +52.9% | +48.8% |
| 3Y | +85.8% | +40.7% | +45.0% | +45.8% |
| 5Y | +124.8% | +40.0% | +84.8% | +73.8% |
| All | +1,254.4% | +217.4% | +1,037.0% | +687.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling