+41.6%
AA vs INDA
+115.4%
-73.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | +0.5% | +1.1% | -0.6% | -0.4% |
| 30D | -0.6% | +9.4% | -10.0% | -8.1% |
| 3M | -19.7% | +2.9% | -22.6% | -21.7% |
| 6M | -41.6% | +7.2% | -48.8% | -45.1% |
| YTD | -24.6% | -4.8% | -19.8% | -22.2% |
| 1Y | +4.9% | -5.1% | +9.9% | +8.5% |
| 3Y | +66.8% | +16.7% | +50.2% | +43.4% |
| 5Y | -19.4% | +8.8% | -28.2% | -26.2% |
| All | +41.6% | +115.4% | -73.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling