+1,314.2%
AAOI vs NLY
+25.6%
+1,288.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | -0.2% | -4.0% | +3.8% | +3.8% |
| 30D | -23.7% | -5.2% | -18.5% | -20.0% |
| 3M | -39.0% | +2.8% | -41.9% | -41.4% |
| 6M | -17.0% | +4.2% | -21.2% | -22.2% |
| YTD | +202.2% | +4.7% | +197.6% | +179.1% |
| 1Y | +292.4% | +12.7% | +279.7% | +235.5% |
| 3Y | +804.4% | +62.5% | +741.8% | +478.8% |
| All | +1,314.2% | +25.6% | +1,288.6% | +876.4% |
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