+654.1%
AGNC vs FE
+37.7%
+616.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -1.2% | -1.2% | -0.1% | -0.9% |
| 3M | +5.4% | +1.7% | +3.7% | +4.7% |
| 6M | +6.7% | -7.5% | +14.2% | +9.3% |
| YTD | +7.1% | +6.3% | +0.8% | +4.6% |
| 1Y | +16.3% | +10.9% | +5.4% | +11.9% |
| 3Y | +68.5% | +46.9% | +21.5% | +46.3% |
| 5Y | +31.4% | +47.6% | -16.2% | +13.7% |
| 10Y | +89.6% | +114.5% | -24.9% | +39.7% |
| All | +654.1% | +37.7% | +616.5% | +536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling