+22.4%
XLP vs AMIX
-91.4%
+113.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -16.0% | +16.8% | +0.7% |
| 30D | +10.3% | -55.4% | +65.7% | +10.3% |
| 3M | +6.5% | -87.5% | +94.0% | +6.7% |
| 6M | +8.4% | -81.2% | +89.6% | +7.5% |
| YTD | +18.2% | -86.8% | +105.0% | +16.9% |
| 1Y | +22.4% | -91.6% | +114.0% | +20.7% |
| All | +22.4% | -91.4% | +113.8% | +20.7% |
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