-1.4%
EXPE vs AMIX
-91.8%
+90.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -20.0% | +22.4% | +2.6% |
| 7D | -17.8% | -8.1% | -9.7% | -17.7% |
| 30D | -3.2% | -52.3% | +49.0% | -2.5% |
| 3M | -19.0% | -83.8% | +64.8% | -17.5% |
| 6M | +17.7% | -79.0% | +96.7% | +15.0% |
| YTD | -7.8% | -87.2% | +79.4% | -13.0% |
| 1Y | -1.4% | -91.7% | +90.3% | -8.9% |
| All | -1.4% | -91.8% | +90.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling