+139.5%
XLP vs AGNC
+46.2%
+93.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +2.5% | -6.3% | +8.8% | +4.0% |
| 30D | +7.3% | -3.1% | +10.4% | +8.0% |
| 3M | +8.1% | -22.1% | +30.1% | +14.1% |
| 6M | +10.5% | -16.9% | +27.4% | +14.9% |
| YTD | +21.2% | -13.9% | +35.1% | +24.7% |
| 1Y | +22.7% | -6.9% | +29.6% | +24.1% |
| 3Y | +44.8% | +50.9% | -6.1% | +30.5% |
| 5Y | +44.7% | +3.9% | +40.8% | +40.5% |
| All | +139.5% | +46.2% | +93.3% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling