-99.9%
AMIX vs EL
-8.8%
-91.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.8% |
| 7D | +11.4% | +7.6% | +3.8% | +10.3% |
| 30D | -40.5% | +15.7% | -56.2% | -41.7% |
| 3M | -80.1% | +30.5% | -110.6% | -80.9% |
| 6M | -74.8% | +32.5% | -107.4% | -76.0% |
| YTD | -84.0% | +9.4% | -93.4% | -85.0% |
| 1Y | -89.7% | +28.4% | -118.1% | -90.0% |
| All | -99.9% | -8.8% | -91.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling