-64.8%
AAL vs AGNC
+83.7%
-148.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | -0.9% | -4.7% | +3.8% | +3.2% |
| 30D | -12.9% | -5.7% | -7.2% | -8.5% |
| 3M | -11.2% | +1.9% | -13.1% | -12.7% |
| 6M | +17.8% | +1.8% | +16.0% | +16.2% |
| YTD | -15.1% | +3.4% | -18.6% | -18.0% |
| 1Y | +0.5% | +13.6% | -13.1% | -10.7% |
| 3Y | -7.7% | +60.4% | -68.0% | -40.1% |
| 5Y | -31.3% | +27.0% | -58.3% | -44.5% |
| All | -64.8% | +83.7% | -148.5% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 10y: compounded portfolio wealth divided by compounded AGNC 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…
10y analysis · Full analysis span regression · 6 months rolling