+141.6%
INDA vs ALLE
+327.3%
-185.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | +6.6% | -0.6% | +7.2% | +6.8% |
| 30D | +10.4% | +25.3% | -15.0% | +1.9% |
| 3M | +1.5% | +10.3% | -8.7% | -2.2% |
| 6M | +1.7% | +38.0% | -36.3% | -9.8% |
| YTD | -5.8% | +17.8% | -23.6% | -12.3% |
| 1Y | -5.1% | +13.6% | -18.7% | -10.6% |
| 3Y | +16.0% | +89.2% | -73.2% | -12.1% |
| 5Y | +9.3% | +51.1% | -41.8% | -11.6% |
| 10Y | +102.1% | +228.1% | -126.0% | +15.6% |
| All | +141.6% | +327.3% | -185.7% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling