+26.4%
AGNC vs FE
+49.0%
-22.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.7% | -1.4% | -3.3% | -4.1% |
| 30D | -5.7% | -1.9% | -3.8% | -4.9% |
| 3M | +1.9% | -0.2% | +2.0% | +1.8% |
| 6M | +1.8% | -7.1% | +8.9% | +4.8% |
| YTD | +3.4% | +6.1% | -2.7% | +0.2% |
| 1Y | +13.6% | +10.1% | +3.5% | +8.1% |
| 3Y | +60.4% | +46.9% | +13.5% | +29.2% |
| All | +26.4% | +49.0% | -22.6% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling