-28.5%
AAL vs NLY
+401.9%
-430.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -0.9% | -4.0% | +3.1% | +2.1% |
| 30D | -12.9% | -5.2% | -7.6% | -9.4% |
| 3M | -11.2% | +2.8% | -14.0% | -13.0% |
| 6M | +17.8% | +4.2% | +13.6% | +14.7% |
| YTD | -15.1% | +4.7% | -19.8% | -18.0% |
| 1Y | +0.5% | +12.7% | -12.3% | -8.4% |
| 3Y | -7.7% | +62.5% | -70.2% | -36.1% |
| 5Y | -31.3% | +26.3% | -57.7% | -43.9% |
| 10Y | -64.9% | +81.0% | -145.9% | -77.9% |
| All | -28.5% | +401.9% | -430.4% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling