-98.7%
AMC vs EIX
+30.9%
-129.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +8.0% |
| 7D | +6.6% | +0.7% | +5.9% | +6.5% |
| 30D | +14.1% | +8.8% | +5.3% | +11.9% |
| 3M | +31.3% | -10.9% | +42.2% | +33.1% |
| 6M | +126.7% | -10.3% | +137.0% | +127.6% |
| YTD | +117.9% | +5.8% | +112.1% | +106.8% |
| 1Y | +41.1% | +11.4% | +29.7% | +31.5% |
| 3Y | -61.0% | +11.1% | -72.0% | -64.2% |
| 5Y | -99.1% | +18.5% | -117.6% | -99.2% |
| 10Y | -98.7% | +32.2% | -130.9% | -98.8% |
| All | -98.7% | +30.9% | -129.6% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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