+883.4%
APH vs ICE
+261.5%
+621.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.6% |
| 7D | -5.9% | +2.0% | -8.0% | -6.9% |
| 30D | -14.8% | +12.9% | -27.7% | -20.0% |
| 3M | -12.4% | +15.4% | -27.8% | -18.9% |
| 6M | +8.1% | +13.1% | -5.0% | +0.3% |
| YTD | +10.9% | +7.5% | +3.5% | +4.5% |
| 1Y | +8.8% | +18.3% | -9.6% | -3.1% |
| 3Y | +262.1% | +65.9% | +196.2% | +161.9% |
| 5Y | +283.1% | +35.2% | +247.9% | +207.0% |
| All | +883.4% | +261.5% | +621.9% | +423.6% |
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 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