+439.9%
AEP vs INDA
+115.1%
+324.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | -0.8% | -0.8% | 0.0% | -0.6% |
| 3M | -1.8% | +3.9% | -5.8% | -2.8% |
| 6M | -5.4% | -0.7% | -4.6% | -5.4% |
| YTD | +10.4% | -7.7% | +18.1% | +12.4% |
| 1Y | +18.2% | -5.1% | +23.2% | +19.3% |
| 3Y | +79.0% | +13.6% | +65.3% | +71.3% |
| 5Y | +64.8% | +7.8% | +57.0% | +59.1% |
| 10Y | +170.8% | +84.6% | +86.2% | +116.4% |
| All | +439.9% | +115.1% | +324.7% | +302.2% |
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