+47.9%
EXC vs AGNC
+625.5%
-577.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.3% |
| 7D | -1.6% | -4.4% | +2.8% | -0.1% |
| 30D | -2.4% | -5.4% | +3.0% | -0.6% |
| 3M | -4.0% | +3.5% | -7.4% | -5.2% |
| 6M | -9.8% | +1.7% | -11.5% | -10.7% |
| YTD | +2.3% | +3.9% | -1.5% | +0.3% |
| 1Y | +3.8% | +13.8% | -10.0% | -1.4% |
| 3Y | +19.7% | +63.3% | -43.6% | -1.6% |
| 5Y | +45.6% | +27.5% | +18.1% | +28.0% |
| 10Y | +159.0% | +83.8% | +75.2% | +92.6% |
| All | +47.9% | +625.5% | -577.6% | -39.9% |
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 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