+26.4%
AGNC vs EOSE
-70.0%
+96.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -4.7% | +1.8% | -6.5% | -4.8% |
| 30D | -5.7% | -6.8% | +1.2% | -5.6% |
| 3M | +1.9% | -36.3% | +38.1% | +3.5% |
| 6M | +1.8% | -38.8% | +40.6% | +2.8% |
| YTD | +3.4% | -65.5% | +69.0% | +6.4% |
| 1Y | +13.6% | -45.3% | +58.9% | +12.7% |
| 3Y | +60.4% | +44.2% | +16.2% | +41.2% |
| All | +26.4% | -70.0% | +96.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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