-99.8%
AMIX vs AEIS
+170.0%
-269.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -4.4% |
| 7D | -13.7% | +3.0% | -16.7% | -16.5% |
| 30D | -62.1% | -14.6% | -47.4% | -56.9% |
| 3M | -46.2% | -12.4% | -33.7% | -35.8% |
| 6M | -46.4% | -15.0% | -31.5% | -36.5% |
| YTD | -60.3% | +34.3% | -94.6% | -56.3% |
| 1Y | -79.7% | +87.4% | -167.0% | -79.0% |
| All | -99.8% | +170.0% | -269.8% | -99.8% |
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