-2.4%
ICE vs APD
+11.5%
-13.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +7.1% |
| 3M | +13.9% | +7.2% | +6.8% | +12.7% |
| 6M | -2.4% | +11.2% | -13.6% | -4.2% |
| All | -2.4% | +11.5% | -13.9% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling