0.0%
AGNC vs AEIS
+6.2%
-6.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -11.1% | +15.1% | +4.4% |
| 7D | +1.5% | -12.7% | +14.2% | +2.0% |
| 30D | +3.9% | -28.8% | +32.8% | +5.7% |
| 3M | -13.5% | -38.0% | +24.5% | -11.4% |
| 6M | -10.6% | -45.3% | +34.7% | -7.7% |
| YTD | -7.2% | +1.1% | -8.3% | -10.0% |
| 1Y | 0.0% | +8.6% | -8.7% | -3.7% |
| All | 0.0% | +6.2% | -6.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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