-91.6%
AMIX vs EL
+25.6%
-117.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.3% | -7.3% |
| 7D | -25.1% | +2.5% | -27.6% | -26.5% |
| 30D | -54.5% | +20.1% | -74.6% | -60.4% |
| 3M | -91.7% | +29.3% | -121.0% | -93.4% |
| 6M | -79.4% | +38.8% | -118.2% | -84.0% |
| YTD | -86.1% | +8.1% | -94.2% | -88.3% |
| 1Y | -91.6% | +22.3% | -113.9% | -92.3% |
| All | -91.6% | +25.6% | -117.2% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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