-99.9%
AMIX vs ECL
+58.8%
-158.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.1% | +9.0% |
| 7D | +11.4% | +0.4% | +11.0% | +11.2% |
| 30D | -40.5% | +8.6% | -49.1% | -43.3% |
| 3M | -80.1% | +7.9% | -88.0% | -80.9% |
| 6M | -74.8% | +21.0% | -95.9% | -76.1% |
| YTD | -84.0% | +17.5% | -101.5% | -84.7% |
| 1Y | -89.7% | +19.7% | -109.4% | -90.1% |
| All | -99.9% | +58.8% | -158.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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