+285.2%
APH vs ICE
+40.5%
+244.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.9% | +3.6% | +1.3% | +3.7% |
| 30D | -5.4% | +15.1% | -20.5% | -10.1% |
| 3M | -5.5% | +15.4% | -20.8% | -10.4% |
| 6M | +25.9% | +16.1% | +9.8% | +19.0% |
| YTD | +16.4% | +11.4% | +5.0% | +10.7% |
| 1Y | +16.5% | +18.5% | -2.0% | +7.0% |
| 3Y | +270.9% | +70.5% | +200.3% | +169.8% |
| All | +285.2% | +40.5% | +244.7% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling