+282.2%
APH vs ICE
+34.9%
+247.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.4% |
| 7D | -5.9% | +2.0% | -8.0% | -6.6% |
| 30D | -14.8% | +12.9% | -27.7% | -18.6% |
| 3M | -12.4% | +15.4% | -27.8% | -17.2% |
| 6M | +8.1% | +13.1% | -5.0% | +2.8% |
| YTD | +10.9% | +7.5% | +3.5% | +6.8% |
| 1Y | +8.8% | +18.3% | -9.6% | -0.8% |
| 3Y | +262.1% | +65.9% | +196.2% | +165.2% |
| All | +282.2% | +34.9% | +247.3% | +211.0% |
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