-1.2%
AGNC vs SEI
-2.0%
+0.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.3% | +11.7% | -0.5% |
| 7D | -0.1% | -26.9% | +26.8% | 0.0% |
| 30D | +2.8% | -36.6% | +39.3% | +3.3% |
| 3M | -14.2% | -8.9% | -5.3% | -15.0% |
| 6M | -11.7% | -33.0% | +21.3% | -11.4% |
| YTD | -7.7% | +10.6% | -18.4% | -11.1% |
| 1Y | -1.2% | -4.7% | +3.5% | -4.5% |
| All | -1.2% | -2.0% | +0.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1y: compounded portfolio wealth divided by compounded SEI 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…
1y analysis · Full analysis span regression · 6 months rolling