+153.3%
XOP vs AGNC
+26.7%
+126.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.6% | -4.7% | +7.3% | +4.3% |
| 30D | +9.6% | -5.7% | +15.3% | +11.8% |
| 3M | +20.4% | +1.9% | +18.5% | +18.9% |
| 6M | +19.9% | +1.8% | +18.1% | +17.5% |
| YTD | +56.4% | +3.4% | +53.0% | +51.9% |
| 1Y | +52.4% | +13.6% | +38.8% | +42.0% |
| 3Y | +39.9% | +60.4% | -20.5% | +12.0% |
| All | +153.3% | +26.7% | +126.6% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling