+13.6%
AGNC vs ACI
-32.3%
+45.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.5% |
| 7D | -4.7% | -3.7% | -0.9% | -4.5% |
| 30D | -5.7% | +0.6% | -6.3% | -5.7% |
| 3M | +1.9% | -20.3% | +22.2% | +2.6% |
| 6M | +1.8% | -24.7% | +26.5% | +2.5% |
| YTD | +3.4% | -27.2% | +30.7% | +4.2% |
| 1Y | +13.6% | -32.7% | +46.3% | +19.8% |
| All | +13.6% | -32.3% | +45.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling