+18.2%
AEP vs NLY
+20.9%
-2.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | -0.8% | +0.6% | -1.4% | -0.9% |
| 3M | -1.8% | +10.8% | -12.7% | -3.2% |
| 6M | -5.4% | +6.2% | -11.6% | -6.5% |
| YTD | +10.4% | +9.0% | +1.4% | +9.6% |
| 1Y | +18.2% | +19.3% | -1.2% | +19.2% |
| All | +18.2% | +20.9% | -2.7% | +19.2% |
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