+355.9%
APH vs ICE
+42.3%
+313.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.6% |
| 7D | +5.0% | -0.7% | +5.6% | +5.2% |
| 30D | -3.9% | +7.6% | -11.5% | -6.6% |
| 3M | +13.0% | +13.9% | -1.0% | +6.9% |
| 6M | +25.2% | -2.4% | +27.5% | +26.4% |
| YTD | +22.9% | +0.3% | +22.7% | +21.6% |
| 1Y | +47.8% | -6.4% | +54.3% | +51.4% |
| 3Y | +283.0% | +43.1% | +239.9% | +203.3% |
| All | +355.9% | +42.3% | +313.7% | +250.7% |
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 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