-99.9%
AMIX vs ESI
+41.5%
-141.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.0% | +2.4% | -3.0% |
| 7D | -25.5% | -13.1% | -12.4% | -22.0% |
| 30D | -56.2% | -18.5% | -37.7% | -53.3% |
| 3M | -87.4% | -19.6% | -67.8% | -86.6% |
| 6M | -80.9% | -29.8% | -51.1% | -79.4% |
| YTD | -86.8% | +23.9% | -110.7% | -85.6% |
| 1Y | -91.3% | +15.0% | -106.3% | -90.5% |
| All | -99.9% | +41.5% | -141.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling