+59.1%
XEL vs AMDL
+117.8%
-58.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.1% | +1.6% |
| 7D | +1.3% | +19.9% | -18.6% | +1.4% |
| 30D | -1.5% | +6.3% | -7.8% | -1.5% |
| 3M | -0.2% | -9.9% | +9.7% | -0.1% |
| 6M | -5.4% | +394.3% | -399.7% | -4.6% |
| YTD | +5.6% | +257.3% | -251.7% | +6.5% |
| 1Y | +10.5% | +508.5% | -498.1% | +12.0% |
| All | +59.1% | +117.8% | -58.7% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling