+115.1%
INDA vs AEIS
+2,459.7%
-2,344.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | +0.7% | +3.0% | -2.3% | +0.1% |
| 30D | -0.8% | -14.6% | +13.9% | +1.9% |
| 3M | +3.9% | -12.4% | +16.4% | +4.7% |
| 6M | -0.7% | -15.0% | +14.2% | -0.4% |
| YTD | -7.7% | +34.3% | -42.0% | -16.1% |
| 1Y | -5.1% | +87.4% | -92.5% | -20.3% |
| 3Y | +13.6% | +139.8% | -126.1% | -12.7% |
| 5Y | +7.8% | +220.7% | -212.9% | -24.7% |
| 10Y | +84.6% | +531.6% | -447.0% | +1.5% |
| All | +115.1% | +2,459.7% | -2,344.5% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling