+270.9%
APH vs ICE
+69.4%
+201.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +4.9% | +3.6% | +1.3% | +4.6% |
| 30D | -5.4% | +15.1% | -20.5% | -6.6% |
| 3M | -5.5% | +15.4% | -20.8% | -6.7% |
| 6M | +25.9% | +16.1% | +9.8% | +25.6% |
| YTD | +16.4% | +11.4% | +5.0% | +16.4% |
| 1Y | +16.5% | +18.5% | -2.0% | +13.3% |
| 3Y | +270.9% | +70.5% | +200.3% | +200.8% |
| All | +270.9% | +69.4% | +201.5% | +200.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling