+944.2%
APH vs ICE
+263.8%
+680.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.9% |
| 7D | +0.4% | +3.2% | -2.9% | -1.1% |
| 30D | -8.0% | +14.7% | -22.7% | -14.1% |
| 3M | -5.0% | +19.8% | -24.8% | -13.4% |
| 6M | +29.9% | +15.2% | +14.7% | +19.8% |
| YTD | +18.0% | +12.7% | +5.3% | +8.7% |
| 1Y | +11.3% | +20.4% | -9.1% | -1.3% |
| 3Y | +274.9% | +70.8% | +204.2% | +167.8% |
| 5Y | +300.6% | +43.9% | +256.7% | +211.1% |
| All | +944.2% | +263.8% | +680.4% | +442.7% |
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