This dialog is available from the Report Settings dialog when an Executive Summary report type is selected.
To add an index to the report, select the sub-portfolio containing the index, select the index, and then press "Add->". All selected indices are listed on the right, under "Included in Report". To order multiple indices in the report, drag and drop with your mouse or use the "Move Up" and "Move Down" buttons. To remove an index from a report, select the index, and choose "Remove". You can overlay between 0 and 20 indices on a single report. Which indices to overlay, and their order, is stored on a report by report basis, so when memorizing a report, the index selection is also stored as part of that memorized report.
To create a custom blended index from a sub-portfolio, use the Create Investment from Portfolio Dialog.
Create Investment from Portfolio Dialog