+966.0%
ELV vs AGNC
+622.7%
+343.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.2% | -4.7% | +7.9% | +4.6% |
| 30D | +5.4% | -5.7% | +11.0% | +7.1% |
| 3M | +5.4% | +1.9% | +3.5% | +4.5% |
| 6M | +45.7% | +1.8% | +43.9% | +44.2% |
| YTD | +21.2% | +3.4% | +17.8% | +19.0% |
| 1Y | +35.6% | +13.6% | +22.0% | +29.4% |
| 3Y | -2.0% | +60.4% | -62.4% | -17.0% |
| 5Y | +26.0% | +27.0% | -1.0% | +12.7% |
| 10Y | +278.7% | +83.1% | +195.6% | +191.3% |
| All | +966.0% | +622.7% | +343.3% | +350.7% |
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