+22.3%
EXPE vs AGNC
+1.4%
+20.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -5.8% | -4.7% | -1.1% | -2.8% |
| 30D | -13.6% | -5.7% | -7.9% | -10.2% |
| 3M | +25.2% | +1.9% | +23.3% | +23.6% |
| 6M | +22.3% | +1.8% | +20.5% | +19.7% |
| All | +22.3% | +1.4% | +20.9% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling