+39.9%
ICE vs APO
+136.0%
-96.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | +4.0% | -0.4% | +4.3% | +4.0% |
| 3M | +11.0% | -0.9% | +11.8% | +10.8% |
| 6M | -5.0% | +22.1% | -27.1% | -9.8% |
| YTD | -2.7% | -8.4% | +5.7% | -1.5% |
| 1Y | -8.6% | -0.9% | -7.7% | -9.5% |
| 3Y | +41.4% | +56.1% | -14.8% | +19.4% |
| 5Y | +39.9% | +136.0% | -96.2% | 0.0% |
| All | +39.9% | +136.0% | -96.2% | 0.0% |
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