+1.8%
AGNC vs ET
+21.1%
-19.3%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.6% |
| 7D | -4.7% | +0.2% | -4.9% | -4.6% |
| 30D | -5.7% | +2.9% | -8.5% | -4.8% |
| 3M | +1.9% | +16.8% | -14.9% | +7.0% |
| 6M | +1.8% | +18.9% | -17.1% | +10.6% |
| All | +1.8% | +21.1% | -19.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 6mo: compounded portfolio wealth divided by compounded ET 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…
6mo analysis · Full analysis span regression · 6 months rolling