+443.9%
AEP vs INDA
+111.6%
+332.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.1% |
| 7D | +2.0% | -1.0% | +3.0% | +2.2% |
| 30D | +0.5% | -2.5% | +3.1% | +1.1% |
| 3M | -0.3% | +4.0% | -4.3% | -1.4% |
| 6M | -3.5% | -1.8% | -1.7% | -3.2% |
| YTD | +11.3% | -9.2% | +20.4% | +13.6% |
| 1Y | +20.2% | -7.2% | +27.4% | +22.1% |
| 3Y | +79.8% | +9.8% | +69.9% | +73.5% |
| 5Y | +65.6% | +7.5% | +58.1% | +59.9% |
| 10Y | +169.3% | +80.8% | +88.5% | +116.3% |
| All | +443.9% | +111.6% | +332.3% | +306.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling