+29.5%
XLB vs AGNC
+2.0%
+27.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +0.8% |
| 7D | +3.9% | +1.5% | +2.5% | +3.3% |
| 30D | +8.9% | +3.9% | +5.0% | +7.1% |
| 3M | +4.1% | -13.5% | +17.6% | +10.9% |
| 6M | +7.3% | -10.6% | +17.9% | +12.4% |
| YTD | +20.4% | -7.2% | +27.6% | +22.1% |
| 1Y | +29.5% | 0.0% | +29.6% | +25.3% |
| All | +29.5% | +2.0% | +27.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling