+80.6%
AGNC vs FE
+114.2%
-33.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.7% | -1.4% | -3.3% | -4.3% |
| 30D | -5.7% | -1.9% | -3.8% | -5.1% |
| 3M | +1.9% | -0.2% | +2.0% | +1.9% |
| 6M | +1.8% | -7.1% | +8.9% | +4.0% |
| YTD | +3.4% | +6.1% | -2.7% | +1.2% |
| 1Y | +13.6% | +10.1% | +3.5% | +9.7% |
| 3Y | +60.4% | +46.9% | +13.5% | +39.6% |
| 5Y | +27.0% | +50.0% | -23.0% | +9.9% |
| All | +80.6% | +114.2% | -33.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling