+6,611.2%
APH vs ICE
+2,532.6%
+4,078.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -12.7% | +6.7% | -19.4% | -14.7% |
| 30D | -19.2% | +13.4% | -32.5% | -22.8% |
| 3M | -16.7% | +16.5% | -33.2% | -21.3% |
| 6M | +5.1% | +12.8% | -7.7% | -0.3% |
| YTD | +6.6% | +8.5% | -2.0% | +1.7% |
| 1Y | +3.9% | +20.6% | -16.7% | -4.4% |
| 3Y | +246.0% | +67.4% | +178.6% | +183.7% |
| 5Y | +268.0% | +36.6% | +231.4% | +221.5% |
| 10Y | +868.2% | +270.4% | +597.8% | +514.6% |
| All | +6,611.2% | +2,532.6% | +4,078.6% | +2,519.0% |
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 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