+385.5%
XLP vs AGNC
+658.3%
-272.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -1.2% | +0.2% | -0.8% |
| 30D | -0.9% | +0.9% | -1.8% | -1.1% |
| 3M | +3.8% | +7.0% | -3.2% | +2.2% |
| 6M | -1.7% | +3.9% | -5.6% | -2.8% |
| YTD | +10.3% | +8.5% | +1.7% | +8.0% |
| 1Y | +7.8% | +19.6% | -11.8% | +3.3% |
| 3Y | +27.2% | +66.1% | -38.9% | +12.5% |
| 5Y | +32.5% | +31.8% | +0.7% | +21.5% |
| 10Y | +101.8% | +87.0% | +14.8% | +67.7% |
| All | +385.5% | +658.3% | -272.8% | +173.8% |
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