+3.2%
AA vs NLY
+25.6%
-22.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -3.4% | -4.0% | +0.6% | -0.5% |
| 30D | -5.8% | -5.2% | -0.5% | -2.1% |
| 3M | -29.9% | +2.8% | -32.7% | -31.4% |
| 6M | -27.0% | +4.2% | -31.2% | -29.5% |
| YTD | -8.7% | +4.7% | -13.4% | -12.6% |
| 1Y | +50.6% | +12.7% | +37.9% | +36.0% |
| 3Y | +74.1% | +62.5% | +11.5% | +20.8% |
| All | +3.2% | +25.6% | -22.4% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling