+26.4%
AGNC vs ALLE
+12.6%
+13.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -4.7% | -2.4% | -2.3% | -3.7% |
| 30D | -5.7% | -7.7% | +2.0% | -2.5% |
| 3M | +1.9% | +15.2% | -13.3% | -4.7% |
| 6M | +1.8% | +5.4% | -3.6% | -1.3% |
| YTD | +3.4% | -2.9% | +6.4% | +3.4% |
| 1Y | +13.6% | -12.8% | +26.4% | +19.1% |
| 3Y | +60.4% | +47.2% | +13.2% | +28.0% |
| All | +26.4% | +12.6% | +13.8% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling