+245.1%
ICE vs APD
+185.9%
+59.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.2% |
| 7D | +1.0% | -1.6% | +2.6% | +1.6% |
| 30D | +11.4% | +10.6% | +0.8% | +7.3% |
| 3M | +16.2% | +2.5% | +13.7% | +15.0% |
| 6M | +12.5% | +6.0% | +6.5% | +9.6% |
| YTD | +8.6% | +28.4% | -19.9% | -2.5% |
| 1Y | +18.4% | +22.2% | -3.8% | +8.1% |
| 3Y | +66.4% | +26.6% | +39.9% | +45.1% |
| 5Y | +37.2% | +11.8% | +25.4% | +23.4% |
| All | +245.1% | +185.9% | +59.2% | +88.4% |
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