+35.5%
ICE vs APD
+11.0%
+24.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +2.0% | -3.7% | +5.7% | +3.1% |
| 30D | +12.9% | +9.6% | +3.3% | +10.1% |
| 3M | +15.4% | +1.6% | +13.8% | +14.8% |
| 6M | +13.1% | +2.2% | +10.9% | +12.1% |
| YTD | +7.5% | +25.9% | -18.4% | -0.3% |
| 1Y | +18.3% | +20.1% | -1.8% | +11.1% |
| 3Y | +65.9% | +12.4% | +53.5% | +56.0% |
| All | +35.5% | +11.0% | +24.6% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling