+232.2%
XLB vs AGNC
+625.5%
-393.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | 0.0% |
| 7D | -3.5% | -4.4% | +0.9% | -1.8% |
| 30D | -4.7% | -5.4% | +0.7% | -2.5% |
| 3M | +2.7% | +3.5% | -0.7% | +1.2% |
| 6M | +2.6% | +1.7% | +0.9% | +1.6% |
| YTD | +12.8% | +3.9% | +9.0% | +10.8% |
| 1Y | +14.0% | +13.8% | +0.1% | +7.7% |
| 3Y | +31.5% | +63.3% | -31.9% | +6.3% |
| 5Y | +33.4% | +27.5% | +5.9% | +16.9% |
| 10Y | +161.3% | +83.8% | +77.5% | +91.7% |
| All | +232.2% | +625.5% | -393.3% | +23.6% |
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