-13.1%
AGNC vs XE
-70.1%
+57.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.4% | +9.9% | -0.2% |
| 7D | -0.1% | -23.1% | +23.0% | +0.8% |
| 30D | +2.8% | -41.7% | +44.5% | +4.8% |
| 3M | -14.2% | -52.8% | +38.6% | -11.9% |
| 6M | -11.7% | -68.4% | +56.7% | -7.8% |
| All | -13.1% | -70.1% | +57.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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