+96.0%
EEM vs AGNC
+622.7%
-526.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -1.3% | -4.7% | +3.4% | +0.9% |
| 30D | +2.1% | -5.7% | +7.7% | +4.7% |
| 3M | +1.0% | +1.9% | -0.8% | -0.1% |
| 6M | +15.9% | +1.8% | +14.1% | +14.7% |
| YTD | +24.6% | +3.4% | +21.2% | +22.4% |
| 1Y | +32.3% | +13.6% | +18.7% | +24.4% |
| 3Y | +85.9% | +60.4% | +25.5% | +47.0% |
| 5Y | +45.4% | +27.0% | +18.4% | +24.9% |
| 10Y | +130.1% | +83.1% | +47.0% | +54.4% |
| All | +96.0% | +622.7% | -526.7% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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