+36.8%
TE vs AMIX
-100.0%
+136.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.4% | +0.9% | -7.3% |
| 7D | -13.6% | -10.9% | -2.7% | -13.4% |
| 30D | -37.7% | -55.0% | +17.3% | -36.3% |
| 3M | -59.8% | -82.0% | +22.2% | -58.0% |
| 6M | -66.3% | -80.4% | +14.1% | -66.9% |
| YTD | -70.5% | -88.3% | +17.8% | -70.6% |
| 1Y | -48.8% | -92.4% | +43.6% | -48.5% |
| All | +36.8% | -100.0% | +136.8% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling