+628.3%
AGNC vs EME
+3,031.0%
-2,402.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.5% |
| 7D | -4.7% | +3.5% | -8.2% | -5.6% |
| 30D | -5.7% | -6.3% | +0.7% | -4.2% |
| 3M | +1.9% | -3.8% | +5.6% | +1.7% |
| 6M | +1.8% | +8.5% | -6.7% | -1.9% |
| YTD | +3.4% | +27.8% | -24.4% | -5.0% |
| 1Y | +13.6% | +22.2% | -8.6% | +4.4% |
| 3Y | +60.4% | +253.5% | -193.1% | +4.7% |
| 5Y | +27.0% | +578.6% | -551.7% | -32.3% |
| 10Y | +83.1% | +1,355.6% | -1,272.5% | -25.2% |
| All | +628.3% | +3,031.0% | -2,402.7% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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