+791.4%
ICE vs APTV
+138.1%
+653.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +3.6% | -1.7% | +5.4% | +4.0% |
| 30D | +15.1% | -11.6% | +26.7% | +17.9% |
| 3M | +15.4% | -21.2% | +36.6% | +20.8% |
| 6M | +16.1% | -28.5% | +44.6% | +22.5% |
| YTD | +11.4% | -49.1% | +60.4% | +25.5% |
| 1Y | +18.5% | -52.2% | +70.6% | +35.2% |
| 3Y | +70.5% | -48.6% | +119.2% | +85.8% |
| 5Y | +40.9% | -77.3% | +118.2% | +80.1% |
| 10Y | +260.6% | -26.9% | +287.4% | +215.1% |
| All | +791.4% | +138.1% | +653.3% | +420.0% |
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 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