+116.8%
AGNC vs ESI
+209.6%
-92.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.7% | -4.6% | -0.1% | -3.9% |
| 30D | -5.7% | -10.5% | +4.8% | -3.9% |
| 3M | +1.9% | -19.8% | +21.7% | +5.3% |
| 6M | +1.8% | +5.8% | -4.0% | -0.5% |
| YTD | +3.4% | +38.3% | -34.9% | -4.0% |
| 1Y | +13.6% | +31.5% | -17.9% | +6.0% |
| 3Y | +60.4% | +80.7% | -20.3% | +40.1% |
| 5Y | +27.0% | +69.4% | -42.5% | +11.1% |
| 10Y | +83.1% | +303.8% | -220.7% | +41.1% |
| All | +116.8% | +209.6% | -92.7% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling