+29.4%
AGG vs INDA
+107.4%
-78.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.9% | -3.6% | +2.7% | -0.9% |
| 30D | -1.0% | -4.0% | +3.0% | -0.9% |
| 3M | -1.3% | +1.7% | -3.0% | -1.3% |
| 6M | -2.1% | -3.6% | +1.6% | -2.0% |
| YTD | -1.2% | -11.0% | +9.8% | -1.1% |
| 1Y | -0.5% | -9.5% | +9.0% | -0.4% |
| 3Y | +12.4% | +7.6% | +4.8% | +12.3% |
| 5Y | -2.4% | +4.8% | -7.2% | -2.5% |
| 10Y | +14.3% | +82.3% | -68.0% | +13.7% |
| All | +29.4% | +107.4% | -78.0% | +28.4% |
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