-99.9%
AMIX vs PEG
+42.3%
-142.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.3% | +8.5% | +12.0% |
| 7D | +1.2% | +0.9% | +0.3% | +1.1% |
| 30D | -45.3% | +3.8% | -49.1% | -45.2% |
| 3M | -83.1% | +0.1% | -83.1% | -83.1% |
| 6M | -76.9% | -1.0% | -75.9% | -77.1% |
| YTD | -85.3% | -4.1% | -81.2% | -85.4% |
| 1Y | -89.8% | -6.9% | -83.0% | -89.8% |
| All | -99.9% | +42.3% | -142.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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