+102.7%
INDA vs ALLE
+233.6%
-130.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +0.1% |
| 7D | +6.1% | -0.6% | +6.7% | +6.3% |
| 30D | +11.7% | +26.6% | -14.9% | +3.0% |
| 3M | +2.1% | +13.2% | -11.1% | -2.4% |
| 6M | +3.2% | +42.9% | -39.7% | -9.2% |
| YTD | -4.9% | +21.0% | -25.9% | -12.0% |
| 1Y | -4.4% | +15.2% | -19.5% | -10.0% |
| 3Y | +17.6% | +95.6% | -78.0% | -11.5% |
| 5Y | +9.9% | +53.4% | -43.6% | -10.9% |
| 10Y | +102.7% | +221.5% | -118.8% | +25.9% |
| All | +102.7% | +233.6% | -130.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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