+169.7%
EXE vs AGNC
+31.0%
+138.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.1% | -4.7% | +1.5% | -1.7% |
| 30D | -0.9% | -5.7% | +4.8% | +0.9% |
| 3M | +9.6% | +1.9% | +7.7% | +8.5% |
| 6M | -11.6% | +1.8% | -13.4% | -12.8% |
| YTD | -12.6% | +3.4% | -16.0% | -14.6% |
| 1Y | +1.2% | +13.6% | -12.4% | -4.5% |
| 3Y | +18.0% | +60.4% | -42.3% | -3.4% |
| 5Y | +101.1% | +27.0% | +74.1% | +94.6% |
| All | +169.7% | +31.0% | +138.7% | +150.2% |
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