+26.4%
AGNC vs EIX
+20.9%
+5.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -4.7% | -1.4% | -3.3% | -4.3% |
| 30D | -5.7% | -19.3% | +13.6% | -1.1% |
| 3M | +1.9% | -21.7% | +23.5% | +7.7% |
| 6M | +1.8% | -19.8% | +21.6% | +6.5% |
| YTD | +3.4% | -3.0% | +6.5% | +0.9% |
| 1Y | +13.6% | +5.1% | +8.5% | +7.4% |
| 3Y | +60.4% | -7.0% | +67.3% | +54.7% |
| All | +26.4% | +20.9% | +5.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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