+214.9%
ICE vs APA
-1.1%
+216.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.1% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +4.0% | +9.3% | -5.4% | +3.1% |
| 3M | +11.0% | +23.3% | -12.4% | +8.6% |
| 6M | -5.0% | +39.5% | -44.4% | -8.4% |
| YTD | -2.7% | +87.6% | -90.3% | -9.1% |
| 1Y | -8.6% | +114.2% | -122.9% | -16.0% |
| 3Y | +41.4% | +13.6% | +27.8% | +35.9% |
| 5Y | +39.9% | +175.6% | -135.7% | +20.8% |
| 10Y | +214.9% | -2.6% | +217.5% | +156.7% |
| All | +214.9% | -1.1% | +216.0% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling