+264.9%
ICE vs APD
+191.9%
+72.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +3.6% | +3.8% | -0.2% | +2.2% |
| 30D | +15.1% | +8.2% | +6.9% | +11.8% |
| 3M | +15.4% | +4.3% | +11.1% | +13.5% |
| 6M | +16.1% | +4.7% | +11.4% | +13.7% |
| YTD | +11.4% | +31.5% | -20.2% | -0.8% |
| 1Y | +18.5% | +23.5% | -5.1% | +7.8% |
| 3Y | +70.5% | +29.1% | +41.4% | +47.6% |
| 5Y | +40.9% | +15.9% | +25.0% | +25.0% |
| All | +264.9% | +191.9% | +72.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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