+294.9%
ELV vs AGNC
+80.1%
+214.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +4.6% | -5.3% | +9.8% | +6.1% |
| 30D | +6.4% | -6.9% | +13.3% | +8.5% |
| 3M | +5.4% | +1.2% | +4.3% | +4.7% |
| 6M | +46.7% | +5.6% | +41.1% | +43.6% |
| YTD | +22.8% | +2.8% | +20.0% | +20.7% |
| 1Y | +38.8% | +13.5% | +25.3% | +32.4% |
| 3Y | +0.4% | +55.3% | -54.9% | -14.1% |
| 5Y | +24.5% | +26.9% | -2.3% | +14.0% |
| 10Y | +294.9% | +79.7% | +215.3% | +222.9% |
| All | +294.9% | +80.1% | +214.8% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling