0.0%
AGNC vs ESI
+27.8%
-27.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.6% | +4.5% |
| 7D | +1.5% | -6.6% | +8.0% | +2.2% |
| 30D | +3.9% | -10.9% | +14.9% | +5.1% |
| 3M | -13.5% | -13.8% | +0.4% | -12.3% |
| 6M | -10.6% | -21.5% | +10.9% | -9.0% |
| YTD | -7.2% | +34.7% | -41.9% | -14.3% |
| 1Y | 0.0% | +24.9% | -24.9% | -6.8% |
| All | 0.0% | +27.8% | -27.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling