+62.5%
NLY vs AEIS
+173.7%
-111.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.2% |
| 7D | -4.0% | +2.3% | -6.3% | -4.3% |
| 30D | -5.2% | -14.8% | +9.6% | -3.3% |
| 3M | +2.8% | -15.6% | +18.4% | +4.0% |
| 6M | +4.2% | -8.7% | +12.9% | +2.8% |
| YTD | +4.7% | +37.3% | -32.7% | -5.6% |
| 1Y | +12.7% | +80.3% | -67.6% | -5.6% |
| 3Y | +62.5% | +177.9% | -115.4% | +15.1% |
| All | +62.5% | +173.7% | -111.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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