0.0%
AGNC vs EL
+25.6%
-25.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +3.1% |
| 7D | +1.5% | +2.5% | -1.0% | +1.1% |
| 30D | +3.9% | +20.1% | -16.1% | +1.3% |
| 3M | -13.5% | +29.3% | -42.7% | -16.5% |
| 6M | -10.6% | +38.8% | -49.4% | -14.6% |
| YTD | -7.2% | +8.1% | -15.3% | -10.8% |
| 1Y | 0.0% | +22.3% | -22.4% | -4.8% |
| All | 0.0% | +25.6% | -25.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling