-99.9%
AMIX vs EFV
+75.4%
-175.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | 0.0% | -20.0% | -20.0% |
| 7D | -8.1% | -1.0% | -7.1% | -7.5% |
| 30D | -52.3% | +3.1% | -55.3% | -53.1% |
| 3M | -83.8% | -1.2% | -82.5% | -83.6% |
| 6M | -79.0% | +5.6% | -84.6% | -79.3% |
| YTD | -87.2% | +15.8% | -103.0% | -87.6% |
| 1Y | -91.7% | +20.0% | -111.7% | -92.0% |
| All | -99.9% | +75.4% | -175.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling