+628.3%
AGNC vs XHB
+439.0%
+189.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | -4.7% | -4.6% | -0.1% | -2.8% |
| 30D | -5.7% | -9.1% | +3.5% | -1.9% |
| 3M | +1.9% | -8.6% | +10.4% | +5.5% |
| 6M | +1.8% | -4.0% | +5.8% | +3.0% |
| YTD | +3.4% | -3.9% | +7.4% | +4.4% |
| 1Y | +13.6% | -16.5% | +30.1% | +21.3% |
| 3Y | +60.4% | +22.6% | +37.8% | +43.9% |
| 5Y | +27.0% | +33.9% | -7.0% | +8.4% |
| 10Y | +83.1% | +213.0% | -129.9% | +9.7% |
| All | +628.3% | +439.0% | +189.3% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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