+24.6%
XLP vs AGNC
+62.8%
-38.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.6% |
| 7D | -2.5% | -4.4% | +1.9% | -1.8% |
| 30D | -1.9% | -5.4% | +3.5% | -0.9% |
| 3M | -2.1% | +3.5% | -5.6% | -2.7% |
| 6M | -1.8% | +1.7% | -3.6% | -2.3% |
| YTD | +8.3% | +3.9% | +4.5% | +7.3% |
| 1Y | +6.8% | +13.8% | -7.0% | +4.1% |
| All | +24.6% | +62.8% | -38.2% | +16.5% |
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