+62.5%
NLY vs ACI
-44.0%
+106.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.7% |
| 7D | -4.0% | -3.7% | -0.2% | -3.7% |
| 30D | -5.2% | +0.6% | -5.8% | -5.3% |
| 3M | +2.8% | -20.3% | +23.2% | +4.4% |
| 6M | +4.2% | -24.7% | +28.9% | +6.1% |
| YTD | +4.7% | -27.2% | +31.9% | +6.8% |
| 1Y | +12.7% | -32.7% | +45.5% | +16.3% |
| 3Y | +62.5% | -43.9% | +106.5% | +79.8% |
| All | +62.5% | -44.0% | +106.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling