+12.7%
NLY vs ALLE
-10.0%
+22.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.8% |
| 7D | -4.0% | -2.4% | -1.6% | -3.5% |
| 30D | -5.2% | -7.7% | +2.4% | -3.5% |
| 3M | +2.8% | +15.2% | -12.3% | -0.9% |
| 6M | +4.2% | +5.4% | -1.2% | +2.1% |
| YTD | +4.7% | -2.9% | +7.6% | +2.7% |
| 1Y | +12.7% | -12.8% | +25.5% | +13.4% |
| All | +12.7% | -10.0% | +22.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling