+40.3%
ICE vs APO
+79.1%
-38.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +3.2% | +8.1% | -4.9% | +1.3% |
| 30D | +12.9% | +3.4% | +9.5% | +11.9% |
| 3M | +17.5% | -6.6% | +24.2% | +19.0% |
| 6M | +14.0% | -7.1% | +21.1% | +15.2% |
| YTD | +10.0% | -14.1% | +24.2% | +12.7% |
| 1Y | +19.5% | -4.7% | +24.2% | +19.5% |
| 3Y | +66.8% | +51.3% | +15.5% | +40.9% |
| 5Y | +40.3% | +82.7% | -42.4% | +8.0% |
| All | +40.3% | +79.1% | -38.8% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling