+7,642.8%
APH vs ICE
+2,331.7%
+5,311.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.5% |
| 7D | +5.0% | -0.7% | +5.6% | +5.2% |
| 30D | -3.9% | +7.6% | -11.5% | -6.3% |
| 3M | +13.0% | +13.9% | -1.0% | +7.4% |
| 6M | +25.2% | -2.4% | +27.5% | +24.9% |
| YTD | +22.9% | +0.3% | +22.7% | +21.0% |
| 1Y | +47.8% | -6.4% | +54.3% | +48.6% |
| 3Y | +283.0% | +43.1% | +239.9% | +232.4% |
| 5Y | +349.7% | +42.1% | +307.5% | +289.5% |
| 10Y | +1,061.2% | +220.9% | +840.3% | +674.7% |
| All | +7,642.8% | +2,331.7% | +5,311.1% | +3,016.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling