+60.4%
AGNC vs XYL
+15.7%
+44.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.7% | +1.2% | -5.9% | -5.1% |
| 30D | -5.7% | -11.9% | +6.3% | -1.1% |
| 3M | +1.9% | -1.5% | +3.4% | +2.3% |
| 6M | +1.8% | -11.9% | +13.7% | +6.2% |
| YTD | +3.4% | -20.6% | +24.0% | +11.7% |
| 1Y | +13.6% | -23.5% | +37.1% | +24.3% |
| 3Y | +60.4% | +14.9% | +45.5% | +20.3% |
| All | +60.4% | +15.7% | +44.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling