+96.2%
EXPE vs AMIX
-99.9%
+196.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -9.5% | -13.7% | +4.2% | -9.4% |
| 30D | -6.6% | -62.1% | +55.4% | -5.9% |
| 3M | +31.4% | -46.2% | +77.5% | +27.7% |
| 6M | +35.2% | -46.4% | +81.6% | +31.4% |
| YTD | +5.8% | -60.3% | +66.1% | +2.6% |
| 1Y | +38.7% | -79.7% | +118.3% | +34.6% |
| All | +96.2% | -99.9% | +196.1% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling