+31.3%
XLY vs AMIX
-99.9%
+131.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.4% |
| 7D | -3.9% | -6.3% | +2.4% | -3.8% |
| 30D | -6.1% | -51.9% | +45.8% | -5.9% |
| 3M | -1.2% | -44.9% | +43.8% | -1.3% |
| 6M | -1.8% | -47.9% | +46.2% | -2.0% |
| YTD | -5.9% | -62.0% | +56.2% | -5.8% |
| 1Y | -3.1% | -82.0% | +78.9% | -2.6% |
| All | +31.3% | -99.9% | +131.1% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling