+25.1%
NLY vs ACI
-39.5%
+64.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.8% |
| 7D | -4.0% | -3.7% | -0.2% | -3.6% |
| 30D | -5.2% | +0.6% | -5.8% | -5.3% |
| 3M | +2.8% | -20.3% | +23.2% | +5.0% |
| 6M | +4.2% | -24.7% | +28.9% | +6.9% |
| YTD | +4.7% | -27.2% | +31.9% | +7.6% |
| 1Y | +12.7% | -32.7% | +45.5% | +17.1% |
| 3Y | +62.5% | -43.9% | +106.5% | +72.4% |
| All | +25.1% | -39.5% | +64.7% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling