+67.2%
XEL vs AMDL
+87.1%
-19.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +26.8% | -26.1% | +0.8% |
| 7D | +1.1% | +10.3% | -9.2% | +1.2% |
| 30D | +8.7% | -38.3% | +46.9% | +8.5% |
| 3M | +3.5% | -8.7% | +12.2% | +3.6% |
| 6M | +2.6% | -14.4% | +16.9% | +2.7% |
| YTD | +11.1% | +206.9% | -195.9% | +12.0% |
| 1Y | +2.2% | +144.4% | -142.2% | +2.9% |
| All | +67.2% | +87.1% | -19.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling