+170.5%
AEP vs NLY
+81.8%
+88.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -0.9% | -4.0% | +3.0% | +0.2% |
| 30D | -1.1% | -5.2% | +4.2% | +0.5% |
| 3M | -3.3% | +2.8% | -6.1% | -4.2% |
| 6M | -4.6% | +4.2% | -8.8% | -6.1% |
| YTD | +9.4% | +4.7% | +4.7% | +7.5% |
| 1Y | +16.9% | +12.7% | +4.2% | +12.3% |
| 3Y | +76.6% | +62.5% | +14.1% | +50.4% |
| 5Y | +66.2% | +26.3% | +39.9% | +49.8% |
| All | +170.5% | +81.8% | +88.7% | +104.4% |
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