+628.3%
AGNC vs EIX
+109.6%
+518.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -4.7% | -1.4% | -3.3% | -4.3% |
| 30D | -5.7% | -19.3% | +13.6% | -0.2% |
| 3M | +1.9% | -21.7% | +23.5% | +8.7% |
| 6M | +1.8% | -19.8% | +21.6% | +7.5% |
| YTD | +3.4% | -3.0% | +6.5% | +1.6% |
| 1Y | +13.6% | +5.1% | +8.5% | +8.0% |
| 3Y | +60.4% | -7.0% | +67.3% | +55.8% |
| 5Y | +27.0% | +22.0% | +4.9% | +10.2% |
| 10Y | +83.1% | +19.8% | +63.3% | +50.7% |
| All | +628.3% | +109.6% | +518.7% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling