-91.7%
AMIX vs ESI
+23.9%
-115.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.0% | -24.0% | -22.2% |
| 7D | -8.1% | +1.8% | -9.9% | -9.5% |
| 30D | -52.3% | -6.6% | -45.7% | -50.8% |
| 3M | -83.8% | -9.4% | -74.4% | -83.1% |
| 6M | -79.0% | -24.1% | -54.8% | -77.6% |
| YTD | -87.2% | +37.1% | -124.3% | -83.0% |
| 1Y | -91.7% | +24.5% | -116.2% | -90.0% |
| All | -91.7% | +23.9% | -115.6% | -90.0% |
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