-91.6%
AMIX vs ESI
+27.8%
-119.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -0.5% |
| 7D | -25.1% | -6.6% | -18.6% | -22.2% |
| 30D | -54.5% | -10.9% | -43.6% | -51.6% |
| 3M | -91.7% | -13.8% | -77.9% | -91.1% |
| 6M | -79.4% | -21.5% | -57.9% | -77.6% |
| YTD | -86.1% | +34.7% | -120.7% | -80.9% |
| 1Y | -91.6% | +24.9% | -116.5% | -89.2% |
| All | -91.6% | +27.8% | -119.4% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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