+117.0%
AA vs NLY
+81.8%
+35.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -3.4% | -4.0% | +0.6% | -0.7% |
| 30D | -5.8% | -5.2% | -0.5% | -2.3% |
| 3M | -29.9% | +2.8% | -32.7% | -31.3% |
| 6M | -27.0% | +4.2% | -31.2% | -29.3% |
| YTD | -8.7% | +4.7% | -13.4% | -12.2% |
| 1Y | +50.6% | +12.7% | +37.9% | +37.4% |
| 3Y | +74.1% | +62.5% | +11.5% | +25.3% |
| 5Y | +2.6% | +26.3% | -23.7% | -14.3% |
| All | +117.0% | +81.8% | +35.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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