+156.8%
AGNC vs ALLE
+258.4%
-101.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.8% | +2.8% | -2.0% | -0.2% |
| 30D | -0.4% | -7.6% | +7.3% | +2.4% |
| 3M | +9.2% | +22.8% | -13.6% | +0.9% |
| 6M | +7.4% | +4.6% | +2.8% | +5.0% |
| YTD | +8.8% | -1.2% | +10.1% | +8.2% |
| 1Y | +18.3% | -9.1% | +27.4% | +21.0% |
| 3Y | +71.2% | +50.0% | +21.2% | +44.2% |
| 5Y | +34.8% | +15.2% | +19.5% | +21.7% |
| 10Y | +85.8% | +151.1% | -65.3% | +38.8% |
| All | +156.8% | +258.4% | -101.6% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling