+2,516.3%
ICE vs APD
+866.0%
+1,650.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | -0.2% |
| 7D | +1.0% | -1.6% | +2.6% | +2.0% |
| 30D | +11.4% | +10.6% | +0.8% | +4.8% |
| 3M | +16.2% | +2.5% | +13.7% | +14.1% |
| 6M | +12.5% | +6.0% | +6.5% | +7.6% |
| YTD | +8.6% | +28.4% | -19.9% | -8.9% |
| 1Y | +18.4% | +22.2% | -3.8% | +2.0% |
| 3Y | +66.4% | +26.6% | +39.9% | +32.1% |
| 5Y | +37.2% | +11.8% | +25.4% | +13.8% |
| 10Y | +244.8% | +187.8% | +57.1% | +26.6% |
| All | +2,516.3% | +866.0% | +1,650.3% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling