+628.3%
AGNC vs XME
+71.7%
+556.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -4.7% | -4.2% | -0.5% | -3.6% |
| 30D | -5.7% | -2.7% | -3.0% | -5.1% |
| 3M | +1.9% | -3.9% | +5.8% | +2.5% |
| 6M | +1.8% | -1.0% | +2.8% | +1.2% |
| YTD | +3.4% | +9.8% | -6.4% | -0.2% |
| 1Y | +13.6% | +32.5% | -18.9% | +3.6% |
| 3Y | +60.4% | +124.3% | -64.0% | +25.5% |
| 5Y | +27.0% | +165.8% | -138.8% | -6.5% |
| 10Y | +83.1% | +411.8% | -328.7% | +8.9% |
| All | +628.3% | +71.7% | +556.6% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling