+34.5%
XLP vs AMIX
-100.0%
+134.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -0.7% |
| 7D | +3.5% | -25.5% | +29.0% | +3.5% |
| 30D | +11.6% | -56.2% | +67.7% | +11.6% |
| 3M | +7.6% | -87.4% | +95.1% | +7.8% |
| 6M | +10.0% | -80.9% | +90.9% | +9.8% |
| YTD | +19.7% | -86.8% | +106.6% | +19.4% |
| 1Y | +23.5% | -91.3% | +114.8% | +23.1% |
| All | +34.5% | -100.0% | +134.4% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling