+169.4%
XLV vs AGNC
+83.7%
+85.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -4.7% | +1.1% | -2.4% |
| 30D | -1.8% | -5.7% | +3.8% | -0.4% |
| 3M | +7.8% | +1.9% | +5.9% | +7.2% |
| 6M | +9.1% | +1.8% | +7.3% | +8.4% |
| YTD | +7.7% | +3.4% | +4.3% | +6.4% |
| 1Y | +20.4% | +13.6% | +6.8% | +16.1% |
| 3Y | +30.8% | +60.4% | -29.6% | +14.9% |
| 5Y | +34.6% | +27.0% | +7.7% | +23.9% |
| All | +169.4% | +83.7% | +85.7% | +132.2% |
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