+355.1%
AEM vs AGNC
+83.7%
+271.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -2.1% | -4.7% | +2.6% | -0.9% |
| 30D | +8.4% | -5.7% | +14.1% | +10.1% |
| 3M | +27.3% | +1.9% | +25.4% | +26.7% |
| 6M | -9.7% | +1.8% | -11.5% | -9.9% |
| YTD | +19.0% | +3.4% | +15.5% | +18.2% |
| 1Y | +31.5% | +13.6% | +17.9% | +27.9% |
| 3Y | +338.7% | +60.4% | +278.3% | +291.7% |
| 5Y | +307.4% | +27.0% | +280.4% | +275.5% |
| All | +355.1% | +83.7% | +271.4% | +221.2% |
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