0.0%
AGNC vs AEE
+13.9%
-13.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.0% |
| 7D | +1.5% | +4.7% | -3.2% | -0.3% |
| 30D | +3.9% | +13.4% | -9.5% | -0.8% |
| 3M | -13.5% | +4.1% | -17.5% | -15.0% |
| 6M | -10.6% | +2.0% | -12.6% | -11.8% |
| YTD | -7.2% | +15.6% | -22.8% | -13.0% |
| 1Y | 0.0% | +14.1% | -14.2% | -6.1% |
| All | 0.0% | +13.9% | -13.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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