0.0%
AGNC vs XYL
-30.7%
+30.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.0% | +2.8% |
| 7D | +1.5% | +14.5% | -13.1% | -1.6% |
| 30D | +3.9% | -1.3% | +5.3% | +3.4% |
| 3M | -13.5% | -17.0% | +3.5% | -9.5% |
| 6M | -10.6% | -11.3% | +0.7% | -8.3% |
| YTD | -7.2% | -25.0% | +17.8% | -2.2% |
| 1Y | 0.0% | -31.5% | +31.5% | +8.2% |
| All | 0.0% | -30.7% | +30.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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