+1,248.1%
NLY vs AEIS
+880.3%
+367.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.2% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -4.9% | -16.4% | +11.5% | -3.1% |
| 3M | +6.2% | -11.1% | +17.3% | +6.5% |
| 6M | +4.5% | -12.0% | +16.5% | +4.4% |
| YTD | +5.1% | +30.9% | -25.7% | -0.2% |
| 1Y | +13.5% | +74.3% | -60.8% | +3.6% |
| 3Y | +65.6% | +165.2% | -99.6% | +41.9% |
| 5Y | +26.9% | +220.0% | -193.1% | +5.6% |
| 10Y | +81.8% | +527.7% | -445.9% | +36.1% |
| All | +1,248.1% | +880.3% | +367.8% | +560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling