+170.5%
AEP vs INDA
+84.7%
+85.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -0.9% | -2.7% | +1.7% | -0.2% |
| 30D | -1.1% | -2.8% | +1.7% | -0.3% |
| 3M | -3.3% | +1.6% | -4.9% | -3.8% |
| 6M | -4.6% | -1.4% | -3.2% | -4.5% |
| YTD | +9.4% | -10.1% | +19.5% | +12.3% |
| 1Y | +16.9% | -8.8% | +25.7% | +19.5% |
| 3Y | +76.6% | +7.6% | +69.0% | +70.6% |
| 5Y | +66.2% | +5.8% | +60.4% | +60.3% |
| All | +170.5% | +84.7% | +85.8% | +106.3% |
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