-7.7%
AAL vs AGNC
+62.2%
-69.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.9% | -4.7% | +3.8% | +2.6% |
| 30D | -12.9% | -5.7% | -7.2% | -9.1% |
| 3M | -11.2% | +1.9% | -13.1% | -12.5% |
| 6M | +17.8% | +1.8% | +16.0% | +16.5% |
| YTD | -15.1% | +3.4% | -18.6% | -17.6% |
| 1Y | +0.5% | +13.6% | -13.1% | -8.8% |
| 3Y | -7.7% | +60.4% | -68.0% | -34.5% |
| All | -7.7% | +62.2% | -69.8% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling