+631.2%
AGNC vs EL
+409.3%
+221.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.5% |
| 7D | -4.4% | -4.4% | -0.1% | -3.5% |
| 30D | -5.4% | +10.3% | -15.7% | -7.7% |
| 3M | +3.5% | +13.4% | -9.9% | +0.2% |
| 6M | +1.7% | +3.1% | -1.4% | -0.2% |
| YTD | +3.9% | -6.9% | +10.8% | +3.4% |
| 1Y | +13.8% | +11.9% | +1.9% | +8.1% |
| 3Y | +63.3% | -33.8% | +97.1% | +67.2% |
| 5Y | +27.5% | -69.0% | +96.4% | +54.5% |
| 10Y | +83.8% | +25.3% | +58.5% | +53.4% |
| All | +631.2% | +409.3% | +221.9% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling