+42.3%
ICE vs AMIX
-99.9%
+142.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.5% | +1.4% |
| 7D | +3.2% | +11.4% | -8.3% | +3.2% |
| 30D | +12.9% | -40.5% | +53.4% | +12.7% |
| 3M | +17.5% | -80.1% | +97.6% | +17.0% |
| 6M | +14.0% | -74.8% | +88.8% | +14.7% |
| YTD | +10.0% | -84.0% | +94.0% | +10.7% |
| 1Y | +19.5% | -89.7% | +109.2% | +20.2% |
| All | +42.3% | -99.9% | +142.3% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling