+43.0%
EXC vs AGNC
+26.7%
+16.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.1% | -4.7% | +3.6% | -0.1% |
| 30D | -3.6% | -5.7% | +2.0% | -2.5% |
| 3M | -4.3% | +1.9% | -6.1% | -4.7% |
| 6M | -9.9% | +1.8% | -11.7% | -10.5% |
| YTD | +1.8% | +3.4% | -1.7% | +0.6% |
| 1Y | +2.9% | +13.6% | -10.7% | -0.5% |
| 3Y | +19.1% | +60.4% | -41.3% | +5.7% |
| All | +43.0% | +26.7% | +16.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling