+66.8%
ICE vs APO
+51.3%
+15.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +3.2% | +8.1% | -4.9% | +1.8% |
| 30D | +12.9% | +3.4% | +9.5% | +12.1% |
| 3M | +17.5% | -6.6% | +24.2% | +18.6% |
| 6M | +14.0% | -7.1% | +21.1% | +14.8% |
| YTD | +10.0% | -14.1% | +24.2% | +12.2% |
| 1Y | +19.5% | -4.7% | +24.2% | +19.8% |
| 3Y | +66.8% | +51.3% | +15.5% | +56.3% |
| All | +66.8% | +51.3% | +15.5% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling