+631.2%
AGNC vs EXR
+1,564.6%
-933.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -4.4% | -3.2% | -1.2% | -3.4% |
| 30D | -5.4% | -6.9% | +1.5% | -3.3% |
| 3M | +3.5% | -7.8% | +11.3% | +6.0% |
| 6M | +1.7% | -4.9% | +6.6% | +3.2% |
| YTD | +3.9% | +7.2% | -3.3% | +1.4% |
| 1Y | +13.8% | -1.5% | +15.3% | +13.9% |
| 3Y | +63.3% | +22.3% | +41.1% | +51.6% |
| 5Y | +27.5% | -10.9% | +38.4% | +27.7% |
| 10Y | +83.8% | +149.5% | -65.7% | +31.3% |
| All | +631.2% | +1,564.6% | -933.4% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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