+47.9%
TE vs AMIX
-100.0%
+147.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -20.0% | +22.9% | +3.5% |
| 7D | -22.0% | -8.1% | -13.9% | -21.9% |
| 30D | -33.6% | -52.3% | +18.6% | -32.3% |
| 3M | -61.1% | -83.8% | +22.7% | -59.2% |
| 6M | -64.7% | -79.0% | +14.2% | -65.4% |
| YTD | -68.1% | -87.2% | +19.1% | -68.3% |
| 1Y | -51.7% | -91.7% | +40.0% | -51.5% |
| All | +47.9% | -100.0% | +147.9% | +62.6% |
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