+12.4%
AA vs INDA
+5.9%
+6.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.2% |
| 7D | -0.6% | -2.6% | +2.0% | +1.7% |
| 30D | -1.6% | -2.9% | +1.4% | +1.1% |
| 3M | -29.8% | +2.4% | -32.2% | -31.4% |
| 6M | -16.6% | -2.6% | -14.0% | -15.3% |
| YTD | -4.0% | -10.0% | +5.9% | +5.1% |
| 1Y | +63.5% | -7.7% | +71.2% | +73.7% |
| 3Y | +86.8% | +8.9% | +77.9% | +64.7% |
| 5Y | +12.4% | +6.0% | +6.4% | +2.5% |
| All | +12.4% | +5.9% | +6.5% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling