Place apple cider, cinnamon stick, cloves and star anise in a small pot and bring to a simmer. 

Once simmering, remove from heat, add vanilla extract, and allow to cool. After it has cooled, strain and combine the infused apple cider, rye whiskey, campari and sweet vermouth with ice and stir. 

Strain into a rocks glass with a large ice cube and garnish with an orange twist.