+67.1%
XEL vs AMDL
+92.1%
-25.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | 0.0% |
| 7D | +1.7% | +5.4% | -3.7% | +1.9% |
| 30D | +8.6% | -36.6% | +45.2% | +8.4% |
| 3M | +5.1% | -1.0% | +6.0% | +5.2% |
| 6M | +2.5% | -12.1% | +14.6% | +2.7% |
| YTD | +11.0% | +215.1% | -204.1% | +11.9% |
| 1Y | +2.7% | +130.4% | -127.6% | +3.5% |
| All | +67.1% | +92.1% | -25.0% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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