+628.3%
AGNC vs AEIS
+1,727.7%
-1,099.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.3% |
| 7D | -4.7% | +2.3% | -7.0% | -5.1% |
| 30D | -5.7% | -14.8% | +9.1% | -3.2% |
| 3M | +1.9% | -15.6% | +17.4% | +3.3% |
| 6M | +1.8% | -8.7% | +10.5% | +0.9% |
| YTD | +3.4% | +37.3% | -33.9% | -5.7% |
| 1Y | +13.6% | +80.3% | -66.7% | -2.4% |
| 3Y | +60.4% | +177.9% | -117.6% | +23.7% |
| 5Y | +27.0% | +235.8% | -208.9% | -6.9% |
| 10Y | +83.1% | +558.6% | -475.6% | +11.2% |
| All | +628.3% | +1,727.7% | -1,099.4% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling