+33.6%
XLY vs AGNC
+62.2%
-28.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -1.7% | -4.7% | +3.0% | +0.5% |
| 30D | -4.2% | -5.7% | +1.5% | -1.6% |
| 3M | -2.7% | +1.9% | -4.5% | -3.6% |
| 6M | -0.6% | +1.8% | -2.4% | -1.7% |
| YTD | -5.0% | +3.4% | -8.5% | -7.0% |
| 1Y | -4.1% | +13.6% | -17.7% | -10.1% |
| 3Y | +33.6% | +60.4% | -26.8% | +10.5% |
| All | +33.6% | +62.2% | -28.6% | +10.5% |
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