+50.6%
AA vs INDA
-8.4%
+59.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -3.4% | -2.7% | -0.7% | -3.0% |
| 30D | -5.8% | -2.8% | -3.0% | -5.3% |
| 3M | -29.9% | +1.6% | -31.5% | -29.8% |
| 6M | -27.0% | -1.4% | -25.6% | -27.3% |
| YTD | -8.7% | -10.1% | +1.4% | -7.3% |
| 1Y | +50.6% | -8.8% | +59.4% | +47.9% |
| All | +50.6% | -8.4% | +59.1% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling