+614.2%
AEM vs INDA
+111.6%
+502.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +4.3% | -1.0% | +5.3% | +4.7% |
| 30D | +13.1% | -2.5% | +15.7% | +14.1% |
| 3M | +24.8% | +4.0% | +20.8% | +23.4% |
| 6M | -8.2% | -1.8% | -6.4% | -7.5% |
| YTD | +19.8% | -9.2% | +29.0% | +23.4% |
| 1Y | +32.1% | -7.2% | +39.2% | +35.2% |
| 3Y | +348.2% | +9.8% | +338.4% | +337.1% |
| 5Y | +297.5% | +7.5% | +290.0% | +288.6% |
| 10Y | +343.3% | +80.8% | +262.5% | +267.3% |
| All | +614.2% | +111.6% | +502.5% | +461.4% |
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