+3,506.0%
APH vs ICE
+2,331.7%
+1,174.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.3% | -48.1% | -47.9% |
| 7D | -48.7% | 0.0% | -48.7% | -48.8% |
| 30D | -51.9% | +7.6% | -59.6% | -53.2% |
| 3M | -43.6% | +13.9% | -57.5% | -46.4% |
| 6M | -37.5% | -2.4% | -35.2% | -37.7% |
| YTD | -38.6% | +0.3% | -38.9% | -39.6% |
| 1Y | -26.3% | -6.4% | -19.9% | -26.0% |
| 3Y | +89.2% | +43.1% | +46.1% | +64.1% |
| 5Y | +119.8% | +42.1% | +77.7% | +90.3% |
| 10Y | +454.3% | +220.9% | +233.3% | +269.5% |
| All | +3,506.0% | +2,331.7% | +1,174.3% | +1,350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling