+296.6%
XLU vs AGNC
+622.7%
-326.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -4.7% | +3.1% | -0.2% |
| 30D | -3.3% | -5.7% | +2.4% | -1.6% |
| 3M | -3.2% | +1.9% | -5.0% | -3.8% |
| 6M | -7.0% | +1.8% | -8.8% | -7.8% |
| YTD | +0.6% | +3.4% | -2.8% | -0.9% |
| 1Y | +2.4% | +13.6% | -11.2% | -2.1% |
| 3Y | +46.3% | +60.4% | -14.1% | +24.3% |
| 5Y | +44.0% | +27.0% | +17.0% | +29.0% |
| 10Y | +140.1% | +83.1% | +57.0% | +86.3% |
| All | +296.6% | +622.7% | -326.1% | +85.5% |
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 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