+631.2%
AGNC vs ENB
+409.1%
+222.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.6% |
| 7D | -4.4% | -4.6% | +0.1% | -2.7% |
| 30D | -5.4% | -5.2% | -0.2% | -3.6% |
| 3M | +3.5% | -13.4% | +16.9% | +8.9% |
| 6M | +1.7% | -7.8% | +9.5% | +4.4% |
| YTD | +3.9% | +4.9% | -1.0% | +1.4% |
| 1Y | +13.8% | +3.2% | +10.6% | +11.7% |
| 3Y | +63.3% | +71.0% | -7.7% | +31.9% |
| 5Y | +27.5% | +64.0% | -36.5% | +4.6% |
| 10Y | +83.8% | +92.8% | -8.9% | +37.1% |
| All | +631.2% | +409.1% | +222.1% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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