+1,292.2%
NLY vs ACGL
+3,796.2%
-2,504.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | +0.4% | -2.9% | +3.4% | +1.3% |
| 30D | -1.4% | -2.8% | +1.4% | -0.6% |
| 3M | +12.0% | +6.8% | +5.2% | +9.7% |
| 6M | +8.3% | -1.5% | +9.9% | +8.5% |
| YTD | +8.6% | -0.2% | +8.8% | +8.1% |
| 1Y | +16.9% | +5.3% | +11.6% | +14.4% |
| 3Y | +71.0% | +30.3% | +40.7% | +54.3% |
| 5Y | +31.1% | +151.8% | -120.8% | -4.3% |
| 10Y | +81.0% | +266.9% | -185.9% | +18.0% |
| All | +1,292.2% | +3,796.2% | -2,504.0% | +518.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling