+122.4%
INDA vs AEIS
+2,010.4%
-1,888.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -1.1% |
| 7D | +3.1% | +9.5% | -6.4% | +1.1% |
| 30D | +11.3% | -17.5% | +28.8% | +14.2% |
| 3M | +3.0% | -29.3% | +32.3% | +8.2% |
| 6M | +6.5% | -34.7% | +41.3% | +11.8% |
| YTD | -4.6% | +10.7% | -15.3% | -11.3% |
| 1Y | -5.8% | +7.4% | -13.1% | -12.0% |
| 3Y | +16.8% | +161.1% | -144.3% | -13.5% |
| 5Y | +10.4% | +150.7% | -140.3% | -19.9% |
| 10Y | +116.8% | +360.8% | -244.0% | +24.7% |
| All | +122.4% | +2,010.4% | -1,888.0% | -8.4% |
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