0.0%
AGNC vs ALLE
+18.6%
-18.6%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.6% |
| 7D | +1.5% | +6.7% | -5.2% | -0.1% |
| 30D | +3.9% | +25.4% | -21.5% | -1.6% |
| 3M | -13.5% | +16.9% | -30.4% | -16.8% |
| 6M | -10.6% | +46.6% | -57.2% | -18.5% |
| YTD | -7.2% | +22.4% | -29.6% | -13.4% |
| 1Y | 0.0% | +17.7% | -17.8% | -5.6% |
| All | 0.0% | +18.6% | -18.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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