-1.2%
AGNC vs AIG
+1.1%
-2.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +2.8% | +7.7% | -5.0% | +1.7% |
| 3M | -14.2% | +1.7% | -15.9% | -14.4% |
| 6M | -11.7% | +4.5% | -16.2% | -12.2% |
| YTD | -7.7% | -3.6% | -4.1% | -8.9% |
| 1Y | -1.2% | +8.7% | -9.8% | -3.0% |
| All | -1.2% | +1.1% | -2.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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