+628.3%
AGNC vs VIG
+535.9%
+92.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | -4.7% | -1.1% | -3.6% | -3.9% |
| 30D | -5.7% | -2.7% | -2.9% | -3.7% |
| 3M | +1.9% | +2.5% | -0.7% | 0.0% |
| 6M | +1.8% | +9.2% | -7.4% | -4.4% |
| YTD | +3.4% | +9.8% | -6.4% | -3.3% |
| 1Y | +13.6% | +12.4% | +1.2% | +4.4% |
| 3Y | +60.4% | +55.9% | +4.5% | +16.5% |
| 5Y | +27.0% | +63.9% | -37.0% | -10.6% |
| 10Y | +83.1% | +249.1% | -166.0% | -23.5% |
| All | +628.3% | +535.9% | +92.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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