+576.1%
XEL vs AGNC
+622.7%
-46.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -4.7% | +4.4% | +0.9% |
| 30D | -3.9% | -5.7% | +1.7% | -2.5% |
| 3M | -2.8% | +1.9% | -4.7% | -3.3% |
| 6M | -5.4% | +1.8% | -7.2% | -6.0% |
| YTD | +3.8% | +3.4% | +0.3% | +2.5% |
| 1Y | +6.8% | +13.6% | -6.8% | +3.0% |
| 3Y | +45.6% | +60.4% | -14.8% | +27.3% |
| 5Y | +30.7% | +27.0% | +3.7% | +19.2% |
| 10Y | +151.7% | +83.1% | +68.6% | +102.7% |
| All | +576.1% | +622.7% | -46.5% | +267.8% |
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 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