+115.9%
INDA vs AEIS
+332.3%
-216.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.5% |
| 7D | +1.1% | +11.5% | -10.4% | -1.1% |
| 30D | +9.4% | -15.8% | +25.1% | +11.8% |
| 3M | +2.9% | -33.3% | +36.3% | +9.4% |
| 6M | +7.2% | -35.2% | +42.4% | +12.7% |
| YTD | -4.8% | +5.0% | -9.8% | -11.1% |
| 1Y | -5.1% | +8.5% | -13.5% | -12.2% |
| 3Y | +16.7% | +152.9% | -136.2% | -15.2% |
| 5Y | +8.8% | +144.6% | -135.9% | -23.0% |
| All | +115.9% | +332.3% | -216.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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