-32.6%
AAL vs NLY
+25.6%
-58.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -0.9% | -4.0% | +3.1% | +2.0% |
| 30D | -12.9% | -5.2% | -7.6% | -9.5% |
| 3M | -11.2% | +2.8% | -14.0% | -13.0% |
| 6M | +17.8% | +4.2% | +13.6% | +14.8% |
| YTD | -15.1% | +4.7% | -19.8% | -17.9% |
| 1Y | +0.5% | +12.7% | -12.3% | -8.0% |
| 3Y | -7.7% | +62.5% | -70.2% | -34.1% |
| All | -32.6% | +25.6% | -58.2% | -30.6% |
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