+192.9%
XOM vs AGNC
+83.7%
+109.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +4.1% | -4.7% | +8.8% | +5.8% |
| 30D | +4.6% | -5.7% | +10.2% | +6.6% |
| 3M | +14.0% | +1.9% | +12.1% | +12.7% |
| 6M | +11.0% | +1.8% | +9.2% | +8.9% |
| YTD | +40.7% | +3.4% | +37.3% | +37.1% |
| 1Y | +52.3% | +13.6% | +38.7% | +43.0% |
| 3Y | +60.5% | +60.4% | +0.1% | +29.3% |
| 5Y | +266.4% | +27.0% | +239.4% | +225.7% |
| All | +192.9% | +83.7% | +109.2% | +138.6% |
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