-99.9%
AMIX vs AIG
+26.1%
-126.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +7.4% |
| 7D | +11.4% | +2.2% | +9.2% | +10.4% |
| 30D | -40.5% | +6.9% | -47.4% | -42.2% |
| 3M | -80.1% | +6.8% | -86.9% | -80.7% |
| 6M | -74.8% | +9.2% | -84.1% | -75.6% |
| YTD | -84.0% | -1.9% | -82.1% | -84.1% |
| 1Y | -89.7% | +9.7% | -99.4% | -90.1% |
| All | -99.9% | +26.1% | -126.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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