-65.2%
AAL vs INDA
+83.0%
-148.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.3% |
| 7D | -0.9% | -3.6% | +2.7% | +2.3% |
| 30D | -16.0% | -4.0% | -12.0% | -13.0% |
| 3M | -4.2% | +1.7% | -6.0% | -5.1% |
| 6M | +15.7% | -3.6% | +19.3% | +20.5% |
| YTD | -16.2% | -11.0% | -5.2% | -6.5% |
| 1Y | +0.2% | -9.5% | +9.7% | +9.9% |
| 3Y | -8.1% | +7.6% | -15.7% | -12.8% |
| 5Y | -32.2% | +4.8% | -37.0% | -33.4% |
| All | -65.2% | +83.0% | -148.2% | -76.3% |
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