+26.4%
AGNC vs ESI
+67.8%
-41.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.7% | -4.6% | -0.1% | -3.3% |
| 30D | -5.7% | -10.5% | +4.8% | -2.6% |
| 3M | +1.9% | -19.8% | +21.7% | +7.6% |
| 6M | +1.8% | +5.8% | -4.0% | -3.2% |
| YTD | +3.4% | +38.3% | -34.9% | -11.3% |
| 1Y | +13.6% | +31.5% | -17.9% | -1.5% |
| 3Y | +60.4% | +80.7% | -20.3% | +17.5% |
| All | +26.4% | +67.8% | -41.4% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling