+702.6%
ICE vs APTV
+194.6%
+508.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.7% |
| 7D | -0.7% | +4.8% | -5.5% | -1.6% |
| 30D | +7.6% | +2.0% | +5.6% | +7.0% |
| 3M | +13.9% | -34.2% | +48.2% | +23.5% |
| 6M | -2.4% | -34.7% | +32.3% | +5.1% |
| YTD | +0.3% | -37.0% | +37.2% | +8.3% |
| 1Y | -6.4% | -40.4% | +34.0% | +2.1% |
| 3Y | +43.1% | -54.1% | +97.2% | +61.2% |
| 5Y | +42.1% | -68.0% | +110.1% | +68.6% |
| 10Y | +220.9% | -15.5% | +236.4% | +172.9% |
| All | +702.6% | +194.6% | +508.0% | +348.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling