-99.9%
AMIX vs EXE
+19.2%
-119.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.6% | +10.2% | +12.0% |
| 7D | +1.2% | -3.9% | +5.1% | +0.7% |
| 30D | -45.3% | -2.6% | -42.8% | -45.5% |
| 3M | -83.1% | -6.9% | -76.2% | -83.2% |
| 6M | -76.9% | -9.3% | -67.6% | -77.3% |
| YTD | -85.3% | -20.7% | -64.5% | -85.2% |
| 1Y | -89.8% | -21.8% | -68.0% | -89.8% |
| All | -99.9% | +19.2% | -119.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling