+0.5%
AAL vs NLY
+12.5%
-12.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -0.9% | -4.0% | +3.1% | +2.3% |
| 30D | -12.9% | -5.2% | -7.6% | -9.1% |
| 3M | -11.2% | +2.8% | -14.0% | -13.1% |
| 6M | +17.8% | +4.2% | +13.6% | +13.9% |
| YTD | -15.1% | +4.7% | -19.8% | -18.5% |
| 1Y | +0.5% | +12.7% | -12.3% | -6.9% |
| All | +0.5% | +12.5% | -12.1% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling