-99.9%
AMIX vs FE
+44.5%
-144.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.7% | +0.1% | +21.6% | +21.7% |
| 7D | +11.4% | -0.5% | +12.0% | +11.5% |
| 30D | -40.5% | +4.3% | -44.8% | -40.6% |
| 3M | -80.1% | +0.4% | -80.5% | -80.1% |
| 6M | -74.8% | +6.9% | -81.8% | -75.8% |
| YTD | -84.0% | +8.0% | -92.0% | -84.6% |
| 1Y | -89.7% | +4.8% | -94.5% | -89.9% |
| All | -99.9% | +44.5% | -144.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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