-99.9%
AMIX vs EL
-11.5%
-88.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -16.0% | +0.8% | -16.8% | -16.1% |
| 30D | -55.4% | +16.5% | -72.0% | -56.4% |
| 3M | -87.5% | +29.2% | -116.7% | -88.0% |
| 6M | -81.2% | +27.9% | -109.1% | -82.0% |
| YTD | -86.8% | +6.2% | -93.0% | -87.6% |
| 1Y | -91.6% | +27.2% | -118.7% | -91.8% |
| All | -99.9% | -11.5% | -88.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling