+23.8%
XLV vs AMIX
-99.9%
+123.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.7% | +1.6% | -5.2% | -3.7% |
| 30D | -1.1% | -50.8% | +49.7% | -1.2% |
| 3M | +8.2% | -46.3% | +54.5% | +8.4% |
| 6M | +8.9% | -49.9% | +58.8% | +9.1% |
| YTD | +8.5% | -60.4% | +69.0% | +8.7% |
| 1Y | +22.3% | -81.7% | +104.0% | +22.4% |
| All | +23.8% | -99.9% | +123.7% | +26.7% |
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 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