+70.5%
ICE vs APTV
-48.7%
+119.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +3.6% | -1.7% | +5.4% | +3.8% |
| 30D | +15.1% | -11.6% | +26.7% | +16.4% |
| 3M | +15.4% | -21.2% | +36.6% | +17.9% |
| 6M | +16.1% | -28.5% | +44.6% | +18.6% |
| YTD | +11.4% | -49.1% | +60.4% | +18.0% |
| 1Y | +18.5% | -52.2% | +70.6% | +26.5% |
| 3Y | +70.5% | -48.6% | +119.2% | +77.5% |
| All | +70.5% | -48.7% | +119.3% | +77.5% |
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