+26.4%
AGNC vs XME
+162.6%
-136.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -4.7% | -4.2% | -0.5% | -3.4% |
| 30D | -5.7% | -2.7% | -3.0% | -5.0% |
| 3M | +1.9% | -3.9% | +5.8% | +2.7% |
| 6M | +1.8% | -1.0% | +2.8% | +1.1% |
| YTD | +3.4% | +9.8% | -6.4% | -1.0% |
| 1Y | +13.6% | +32.5% | -18.9% | +1.3% |
| 3Y | +60.4% | +124.3% | -64.0% | +16.2% |
| All | +26.4% | +162.6% | -136.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling