+45.3%
XOP vs AGNC
+2.0%
+43.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -5.0% |
| 7D | -10.5% | +1.5% | -12.0% | -9.8% |
| 30D | -4.3% | +3.9% | -8.3% | -2.9% |
| 3M | +4.7% | -13.5% | +18.1% | +0.1% |
| 6M | -0.1% | -10.6% | +10.5% | -3.0% |
| YTD | +43.8% | -7.2% | +51.0% | +38.3% |
| 1Y | +45.3% | 0.0% | +45.3% | +33.5% |
| All | +45.3% | +2.0% | +43.3% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling