+1,612.4%
ACN vs NLY
+658.1%
+954.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.9% |
| 7D | -7.9% | -3.6% | -4.2% | -7.0% |
| 30D | -1.1% | -4.9% | +3.9% | +0.3% |
| 3M | +5.6% | +6.2% | -0.6% | +3.9% |
| 6M | -9.9% | +4.5% | -14.4% | -11.2% |
| YTD | -32.3% | +5.1% | -37.5% | -33.4% |
| 1Y | -25.3% | +13.5% | -38.8% | -28.1% |
| 3Y | -42.3% | +65.6% | -107.9% | -50.1% |
| 5Y | -43.5% | +26.9% | -70.4% | -48.2% |
| 10Y | +90.8% | +81.8% | +9.0% | +55.5% |
| All | +1,612.4% | +658.1% | +954.4% | +879.9% |
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