+210.5%
ICE vs APO
+936.6%
-726.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -5.3% | -4.9% | -0.4% | -4.2% |
| 30D | +3.0% | -8.4% | +11.4% | +5.2% |
| 3M | +11.4% | -2.1% | +13.5% | +11.6% |
| 6M | -2.0% | +19.2% | -21.3% | -7.0% |
| YTD | -3.1% | -10.5% | +7.4% | -1.5% |
| 1Y | -8.4% | -2.7% | -5.7% | -9.1% |
| 3Y | +40.7% | +52.5% | -11.7% | +19.6% |
| 5Y | +40.0% | +132.1% | -92.1% | +2.8% |
| All | +210.5% | +936.6% | -726.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling