+4.1%
AGNC vs ALLE
+51.6%
-47.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -6.3% | +3.6% | -9.8% | -7.6% |
| 30D | -3.1% | +25.9% | -29.0% | -12.4% |
| 3M | -22.1% | +15.8% | -37.8% | -27.0% |
| 6M | -16.9% | +48.1% | -65.0% | -30.5% |
| YTD | -13.9% | +22.0% | -35.9% | -22.1% |
| 1Y | -6.9% | +18.0% | -24.9% | -14.5% |
| 3Y | +50.9% | +93.1% | -42.2% | +5.8% |
| All | +4.1% | +51.6% | -47.5% | -21.7% |
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