+854.2%
AEP vs NLY
+1,197.0%
-342.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -0.9% | -4.0% | +3.0% | -0.1% |
| 30D | -1.1% | -5.2% | +4.2% | +0.1% |
| 3M | -3.3% | +2.8% | -6.1% | -3.9% |
| 6M | -4.6% | +4.2% | -8.8% | -5.7% |
| YTD | +9.4% | +4.7% | +4.7% | +8.0% |
| 1Y | +16.9% | +12.7% | +4.2% | +13.4% |
| 3Y | +76.6% | +62.5% | +14.1% | +57.0% |
| 5Y | +66.2% | +26.3% | +39.9% | +53.7% |
| 10Y | +174.7% | +81.0% | +93.8% | +128.6% |
| All | +854.2% | +1,197.0% | -342.8% | +583.2% |
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 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