+80.8%
INDA vs ACM
+128.0%
-47.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -2.5% | -12.9% | +10.4% | +1.0% |
| 3M | +4.0% | -6.4% | +10.4% | +5.2% |
| 6M | -1.8% | -29.2% | +27.4% | +7.8% |
| YTD | -9.2% | -29.9% | +20.8% | -0.6% |
| 1Y | -7.2% | -47.3% | +40.1% | +10.4% |
| 3Y | +9.8% | -19.6% | +29.4% | +11.7% |
| 5Y | +7.5% | +5.5% | +2.0% | -2.6% |
| 10Y | +80.8% | +129.7% | -48.9% | +23.0% |
| All | +80.8% | +128.0% | -47.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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