-91.6%
AMIX vs EFV
+20.2%
-111.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +1.1% |
| 7D | -16.0% | -0.7% | -15.4% | -15.6% |
| 30D | -55.4% | +0.9% | -56.3% | -55.7% |
| 3M | -87.5% | -3.6% | -84.0% | -87.1% |
| 6M | -81.2% | +2.5% | -83.7% | -80.6% |
| YTD | -86.8% | +13.2% | -100.0% | -83.3% |
| 1Y | -91.6% | +20.3% | -111.9% | -85.9% |
| All | -91.6% | +20.2% | -111.7% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling