+2.8%
NLY vs ACGL
+173.3%
-170.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -5.9% | +2.2% | -8.0% | -6.4% |
| 30D | -2.8% | +12.3% | -15.1% | -5.5% |
| 3M | -21.6% | +11.8% | -33.5% | -23.8% |
| 6M | -14.5% | +17.5% | -32.0% | -18.0% |
| YTD | -12.4% | +14.3% | -26.7% | -15.6% |
| 1Y | -7.3% | +18.2% | -25.4% | -11.4% |
| 3Y | +54.8% | +33.2% | +21.7% | +41.5% |
| All | +2.8% | +173.3% | -170.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling