+159.8%
XLB vs AGNC
+83.7%
+76.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.8% | -4.7% | +1.9% | -0.9% |
| 30D | -3.1% | -5.7% | +2.6% | -0.8% |
| 3M | -0.2% | +1.9% | -2.0% | -1.0% |
| 6M | +3.1% | +1.8% | +1.3% | +2.0% |
| YTD | +13.3% | +3.4% | +9.8% | +11.3% |
| 1Y | +12.0% | +13.6% | -1.6% | +5.8% |
| 3Y | +31.4% | +60.4% | -29.0% | +6.8% |
| 5Y | +33.9% | +27.0% | +6.9% | +18.5% |
| All | +159.8% | +83.7% | +76.1% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling