+45.3%
ICE vs APD
+11.2%
+34.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.9% |
| 7D | -0.7% | -2.2% | +1.6% | -0.3% |
| 30D | +7.6% | +2.1% | +5.5% | +7.2% |
| 3M | +13.9% | +7.2% | +6.8% | +12.5% |
| 6M | -2.4% | +11.2% | -13.6% | -4.2% |
| YTD | +0.3% | +24.4% | -24.1% | -3.9% |
| 1Y | -6.4% | +6.7% | -13.1% | -8.0% |
| All | +45.3% | +11.2% | +34.2% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling