-99.9%
AMIX vs EME
+173.8%
-273.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -16.0% | -10.5% | -5.6% | -14.2% |
| 30D | -55.4% | -22.4% | -33.0% | -53.2% |
| 3M | -87.5% | -24.7% | -62.8% | -86.8% |
| 6M | -81.2% | -35.5% | -45.7% | -78.6% |
| YTD | -86.8% | -0.3% | -86.5% | -87.9% |
| 1Y | -91.6% | -6.7% | -84.9% | -92.0% |
| All | -99.9% | +173.8% | -273.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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