+15.4%
XLF vs AMIX
-79.2%
+94.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -20.0% | +20.6% | +0.6% |
| 7D | -1.0% | -8.1% | +7.1% | -1.0% |
| 30D | +6.5% | -52.3% | +58.8% | +6.6% |
| 3M | +1.8% | -83.8% | +85.6% | +2.1% |
| 6M | +15.4% | -79.0% | +94.3% | +19.5% |
| All | +15.4% | -79.2% | +94.6% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling