+217.9%
XLE vs AGNC
+26.7%
+191.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.7% | -4.7% | +6.4% | +3.0% |
| 30D | +6.7% | -5.7% | +12.4% | +8.3% |
| 3M | +14.9% | +1.9% | +13.0% | +13.8% |
| 6M | +15.9% | +1.8% | +14.1% | +14.4% |
| YTD | +47.7% | +3.4% | +44.3% | +44.9% |
| 1Y | +50.7% | +13.6% | +37.1% | +43.3% |
| 3Y | +57.9% | +60.4% | -2.5% | +34.2% |
| All | +217.9% | +26.7% | +191.2% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling