+355.1%
AEM vs INDA
+84.7%
+270.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.3% |
| 30D | +8.4% | -2.8% | +11.2% | +9.4% |
| 3M | +27.3% | +1.6% | +25.7% | +26.8% |
| 6M | -9.7% | -1.4% | -8.2% | -9.0% |
| YTD | +19.0% | -10.1% | +29.1% | +22.7% |
| 1Y | +31.5% | -8.8% | +40.3% | +35.1% |
| 3Y | +338.7% | +7.6% | +331.1% | +331.5% |
| 5Y | +307.4% | +5.8% | +301.6% | +300.6% |
| All | +355.1% | +84.7% | +270.4% | +259.0% |
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