+0.7%
NLY vs ACGL
+28.7%
-28.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.2% | +3.3% |
| 7D | +3.5% | +8.0% | -4.5% | +2.2% |
| 30D | +3.6% | +17.3% | -13.7% | +0.9% |
| 3M | -13.6% | +11.2% | -24.8% | -15.2% |
| 6M | -9.1% | +18.2% | -27.3% | -11.9% |
| YTD | -6.1% | +15.4% | -21.4% | -7.6% |
| 1Y | +0.7% | +26.5% | -25.8% | -4.7% |
| All | +0.7% | +28.7% | -28.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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