-91.1%
AMIX vs ESI
+21.7%
-112.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -9.9% | +5.5% | -15.4% | -12.8% |
| 30D | -52.8% | -7.8% | -45.0% | -51.0% |
| 3M | -80.0% | -15.0% | -65.0% | -78.4% |
| 6M | -80.2% | -24.9% | -55.3% | -78.7% |
| YTD | -88.1% | +33.2% | -121.4% | -83.0% |
| 1Y | -91.1% | +24.9% | -116.0% | -88.1% |
| All | -91.1% | +21.7% | -112.8% | -88.1% |
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