-99.9%
AMIX vs VIG
+52.6%
-152.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.8% | -20.8% | -21.6% |
| 7D | -8.1% | -0.3% | -7.7% | -7.5% |
| 30D | -52.3% | +4.9% | -57.2% | -57.2% |
| 3M | -83.8% | +2.9% | -86.7% | -84.8% |
| 6M | -79.0% | +11.2% | -90.2% | -81.7% |
| YTD | -87.2% | +16.0% | -103.2% | -89.2% |
| 1Y | -91.7% | +17.0% | -108.7% | -93.0% |
| All | -99.9% | +52.6% | -152.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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