-99.9%
AMIX vs ESI
+44.3%
-144.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -16.0% | -8.5% | -7.5% | -13.6% |
| 30D | -55.4% | -15.7% | -39.8% | -53.0% |
| 3M | -87.5% | -18.2% | -69.3% | -86.7% |
| 6M | -81.2% | -28.8% | -52.4% | -79.8% |
| YTD | -86.8% | +26.3% | -113.1% | -85.6% |
| 1Y | -91.6% | +18.2% | -109.8% | -90.8% |
| All | -99.9% | +44.3% | -144.2% | -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