+628.3%
AGNC vs AEE
+364.8%
+263.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -4.7% | -0.8% | -3.9% | -4.4% |
| 30D | -5.7% | -2.9% | -2.8% | -4.5% |
| 3M | +1.9% | -2.4% | +4.3% | +2.7% |
| 6M | +1.8% | -2.7% | +4.5% | +2.6% |
| YTD | +3.4% | +7.3% | -3.8% | +0.2% |
| 1Y | +13.6% | +7.5% | +6.1% | +9.8% |
| 3Y | +60.4% | +46.2% | +14.2% | +35.2% |
| 5Y | +27.0% | +39.7% | -12.7% | +8.5% |
| 10Y | +83.1% | +191.3% | -108.2% | +12.2% |
| All | +628.3% | +364.8% | +263.5% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling