+169.3%
XLE vs AGNC
+648.3%
-479.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +0.3% | -1.0% | +1.4% | +0.8% |
| 30D | +8.5% | -1.2% | +9.8% | +9.1% |
| 3M | +14.6% | +5.4% | +9.3% | +11.4% |
| 6M | +17.6% | +6.7% | +10.9% | +12.7% |
| YTD | +48.1% | +7.1% | +41.0% | +41.5% |
| 1Y | +53.8% | +16.3% | +37.5% | +41.3% |
| 3Y | +56.2% | +68.5% | -12.2% | +18.4% |
| 5Y | +227.7% | +31.4% | +196.3% | +173.4% |
| 10Y | +181.3% | +89.6% | +91.7% | +94.5% |
| All | +169.3% | +648.3% | -479.0% | -17.9% |
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