+16.9%
XLB vs AMIX
-81.0%
+97.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | -1.4% | -13.7% | +12.3% | -1.3% |
| 30D | -0.4% | -62.1% | +61.7% | -0.1% |
| 3M | +2.0% | -46.2% | +48.1% | +1.7% |
| 6M | +1.8% | -46.4% | +48.3% | +1.4% |
| YTD | +16.6% | -60.3% | +76.8% | +15.7% |
| 1Y | +16.9% | -79.7% | +96.6% | +19.0% |
| All | +16.9% | -81.0% | +97.9% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling