+41.3%
ICE vs APTV
-56.4%
+97.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | +4.0% | -10.6% | +14.6% | +5.1% |
| 3M | +11.0% | -35.0% | +46.0% | +15.8% |
| 6M | -5.0% | -38.9% | +33.9% | -0.3% |
| YTD | -2.7% | -41.5% | +38.8% | +2.3% |
| 1Y | -8.6% | -45.8% | +37.2% | -3.0% |
| All | +41.3% | -56.4% | +97.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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