+160.5%
AGNC vs XYL
+456.4%
-295.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.7% | +1.2% | -5.9% | -5.0% |
| 30D | -5.7% | -11.9% | +6.3% | -2.1% |
| 3M | +1.9% | -1.5% | +3.4% | +2.2% |
| 6M | +1.8% | -11.9% | +13.7% | +5.4% |
| YTD | +3.4% | -20.6% | +24.0% | +10.1% |
| 1Y | +13.6% | -23.5% | +37.1% | +22.1% |
| 3Y | +60.4% | +14.9% | +45.5% | +51.7% |
| 5Y | +27.0% | -15.3% | +42.3% | +27.7% |
| 10Y | +83.1% | +148.6% | -65.5% | +51.9% |
| All | +160.5% | +456.4% | -295.9% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling