+49.3%
AGNC vs ELAN
-28.2%
+77.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | -4.7% | -5.4% | +0.7% | -3.4% |
| 30D | -5.7% | +4.7% | -10.4% | -6.8% |
| 3M | +1.9% | -3.7% | +5.5% | +2.3% |
| 6M | +1.8% | -1.2% | +3.0% | +0.8% |
| YTD | +3.4% | +2.4% | +1.1% | +1.3% |
| 1Y | +13.6% | +23.4% | -9.8% | +5.9% |
| 3Y | +60.4% | +96.7% | -36.3% | +24.5% |
| 5Y | +27.0% | -30.6% | +57.6% | +28.5% |
| All | +49.3% | -28.2% | +77.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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