+488.2%
AEP vs AGNC
+622.7%
-134.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.9% | -4.7% | +3.8% | +0.4% |
| 30D | -1.1% | -5.7% | +4.6% | +0.6% |
| 3M | -3.3% | +1.9% | -5.1% | -3.9% |
| 6M | -4.6% | +1.8% | -6.4% | -5.4% |
| YTD | +9.4% | +3.4% | +6.0% | +7.8% |
| 1Y | +16.9% | +13.6% | +3.3% | +12.0% |
| 3Y | +76.6% | +60.4% | +16.3% | +51.1% |
| 5Y | +66.2% | +27.0% | +39.2% | +49.4% |
| 10Y | +174.7% | +83.1% | +91.7% | +114.3% |
| All | +488.2% | +622.7% | -134.5% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling