-89.7%
AMIX vs ELV
+41.6%
-131.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +10.3% |
| 7D | +11.4% | +3.8% | +7.6% | +13.8% |
| 30D | -40.5% | +4.1% | -44.6% | -39.0% |
| 3M | -80.1% | +8.5% | -88.6% | -78.9% |
| 6M | -74.8% | +14.6% | -89.4% | -72.7% |
| YTD | -84.0% | +24.4% | -108.3% | -84.4% |
| 1Y | -89.7% | +44.2% | -134.0% | -92.7% |
| All | -89.7% | +41.6% | -131.3% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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