+25.1%
NLY vs ALC
-20.7%
+45.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -4.0% | -6.3% | +2.4% | -1.5% |
| 30D | -5.2% | -10.3% | +5.0% | -1.1% |
| 3M | +2.8% | -0.7% | +3.6% | +2.8% |
| 6M | +4.2% | -17.8% | +22.1% | +11.9% |
| YTD | +4.7% | -15.8% | +20.5% | +10.9% |
| 1Y | +12.7% | -16.7% | +29.5% | +19.7% |
| 3Y | +62.5% | -19.7% | +82.3% | +70.6% |
| All | +25.1% | -20.7% | +45.8% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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