+628.3%
AGNC vs ET
+854.3%
-226.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -5.7% | +2.9% | -8.5% | -6.1% |
| 3M | +1.9% | +16.8% | -14.9% | -0.8% |
| 6M | +1.8% | +18.9% | -17.1% | -1.3% |
| YTD | +3.4% | +37.7% | -34.3% | -2.2% |
| 1Y | +13.6% | +32.4% | -18.8% | +8.0% |
| 3Y | +60.4% | +99.5% | -39.1% | +42.1% |
| 5Y | +27.0% | +244.0% | -217.0% | +3.0% |
| 10Y | +83.1% | +172.1% | -89.0% | +45.7% |
| All | +628.3% | +854.3% | -226.0% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling