+77.9%
NLY vs AGI
+392.3%
-314.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -4.0% | -2.7% | -1.3% | -3.7% |
| 30D | -5.2% | +7.2% | -12.5% | -5.9% |
| 3M | +2.8% | +4.3% | -1.4% | +2.1% |
| 6M | +4.2% | -27.1% | +31.3% | +6.6% |
| YTD | +4.7% | -6.6% | +11.3% | +4.3% |
| 1Y | +12.7% | +9.5% | +3.2% | +10.2% |
| 3Y | +62.5% | +208.4% | -145.9% | +41.7% |
| 5Y | +26.3% | +401.6% | -375.3% | +4.9% |
| All | +77.9% | +392.3% | -314.4% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling