+355.1%
AEM vs NLY
+81.8%
+273.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | -2.1% | -4.0% | +1.9% | -1.3% |
| 30D | +8.4% | -5.2% | +13.7% | +9.6% |
| 3M | +27.3% | +2.8% | +24.5% | +26.6% |
| 6M | -9.7% | +4.2% | -13.9% | -10.2% |
| YTD | +19.0% | +4.7% | +14.3% | +18.1% |
| 1Y | +31.5% | +12.7% | +18.7% | +28.8% |
| 3Y | +338.7% | +62.5% | +276.2% | +301.5% |
| 5Y | +307.4% | +26.3% | +281.1% | +280.2% |
| All | +355.1% | +81.8% | +273.2% | +255.7% |
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 · 6 months rolling