+44.9%
AAL vs INDA
+121.8%
-76.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -0.1% | +1.1% | -1.2% | -0.8% |
| 30D | +11.7% | +9.4% | +2.3% | +5.1% |
| 3M | -12.5% | +2.9% | -15.5% | -14.1% |
| 6M | +3.6% | +7.2% | -3.6% | -0.5% |
| YTD | -14.1% | -4.8% | -9.3% | -10.1% |
| 1Y | +0.8% | -5.1% | +5.8% | +5.5% |
| 3Y | +11.8% | +16.7% | -4.9% | +2.1% |
| 5Y | -35.1% | +8.8% | -43.9% | -37.2% |
| 10Y | -68.3% | +116.2% | -184.5% | -79.0% |
| All | +44.9% | +121.8% | -76.9% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling