+64.2%
AIG vs NLY
+81.8%
-17.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -1.2% | -4.0% | +2.8% | +1.1% |
| 30D | -1.1% | -5.2% | +4.2% | +1.8% |
| 3M | +0.7% | +2.8% | -2.2% | -1.2% |
| 6M | -2.2% | +4.2% | -6.4% | -5.1% |
| YTD | -10.8% | +4.7% | -15.5% | -14.0% |
| 1Y | -2.0% | +12.7% | -14.8% | -9.6% |
| 3Y | +34.8% | +62.5% | -27.7% | -1.9% |
| 5Y | +55.0% | +26.3% | +28.7% | +29.0% |
| All | +64.2% | +81.8% | -17.7% | +30.2% |
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 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