+70.3%
XLI vs AGNC
+62.2%
+8.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.7% | -4.7% | +3.0% | 0.0% |
| 30D | -7.3% | -5.7% | -1.6% | -5.4% |
| 3M | -1.3% | +1.9% | -3.2% | -2.2% |
| 6M | +2.2% | +1.8% | +0.4% | +1.2% |
| YTD | +11.7% | +3.4% | +8.3% | +9.9% |
| 1Y | +14.3% | +13.6% | +0.7% | +8.7% |
| 3Y | +70.3% | +60.4% | +10.0% | +47.9% |
| All | +70.3% | +62.2% | +8.2% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling