-74.7%
AAOX vs NLY
+10.5%
-85.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.8% | -0.3% | -17.5% | -18.1% |
| 7D | -18.9% | -4.3% | -14.7% | -23.7% |
| 30D | -63.6% | -6.4% | -57.2% | -66.6% |
| 3M | -80.5% | +2.6% | -83.1% | -78.9% |
| All | -74.7% | +10.5% | -85.2% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling