+26.4%
AGNC vs ELF
+217.5%
-191.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -4.7% | -11.6% | +6.9% | -3.5% |
| 30D | -5.7% | +4.6% | -10.3% | -6.2% |
| 3M | +1.9% | +59.7% | -57.8% | -3.2% |
| 6M | +1.8% | +21.2% | -19.4% | -0.9% |
| YTD | +3.4% | +27.4% | -24.0% | -0.2% |
| 1Y | +13.6% | -29.8% | +43.4% | +15.2% |
| 3Y | +60.4% | -28.5% | +88.8% | +53.0% |
| All | +26.4% | +217.5% | -191.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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