-95.4%
AAOX vs NLY
-1.0%
-94.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -41.8% | -0.4% | -41.3% | -42.3% |
| 7D | -68.8% | +2.1% | -70.9% | -67.7% |
| 30D | -89.7% | +2.3% | -92.1% | -89.0% |
| 3M | -91.4% | -13.7% | -77.7% | -92.4% |
| 6M | -97.7% | -9.6% | -88.0% | -97.4% |
| All | -95.4% | -1.0% | -94.5% | -94.8% |
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 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