-90.5%
AMIX vs ESI
+19.1%
-109.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.1% | +6.7% | +8.8% |
| 7D | +1.2% | -3.5% | +4.6% | +3.2% |
| 30D | -45.3% | -9.3% | -36.1% | -42.4% |
| 3M | -83.1% | -12.8% | -70.3% | -81.9% |
| 6M | -76.9% | -24.6% | -52.3% | -74.6% |
| YTD | -85.3% | +32.7% | -118.0% | -80.0% |
| All | -90.5% | +19.1% | -109.6% | -88.4% |
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