+141.3%
XLC vs AGNC
+53.2%
+88.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.7% |
| 7D | -1.7% | -4.4% | +2.8% | -0.1% |
| 30D | +0.2% | -5.4% | +5.6% | +2.2% |
| 3M | +0.7% | +3.5% | -2.8% | -0.7% |
| 6M | -4.5% | +1.7% | -6.2% | -5.4% |
| YTD | -4.7% | +3.9% | -8.6% | -6.6% |
| 1Y | -1.5% | +13.8% | -15.3% | -6.7% |
| 3Y | +72.2% | +63.3% | +8.9% | +41.7% |
| 5Y | +39.3% | +27.5% | +11.8% | +23.3% |
| All | +141.3% | +53.2% | +88.2% | +105.3% |
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 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