-99.9%
AMIX vs AIG
+26.9%
-126.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -9.9% | +6.6% | -16.4% | -12.2% |
| 30D | -52.8% | +7.0% | -59.8% | -54.2% |
| 3M | -80.0% | +9.7% | -89.7% | -80.9% |
| 6M | -80.2% | +10.8% | -91.0% | -81.0% |
| YTD | -88.1% | -1.3% | -86.9% | -88.3% |
| 1Y | -91.1% | +8.4% | -99.4% | -91.4% |
| All | -99.9% | +26.9% | -126.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling