+54.8%
NLY vs ALLE
+94.0%
-39.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -5.9% | +3.6% | -9.4% | -7.0% |
| 30D | -2.8% | +25.9% | -28.7% | -10.7% |
| 3M | -21.6% | +15.8% | -37.4% | -25.8% |
| 6M | -14.5% | +48.1% | -62.6% | -26.6% |
| YTD | -12.4% | +22.0% | -34.4% | -19.6% |
| 1Y | -7.3% | +18.0% | -25.3% | -13.6% |
| 3Y | +54.8% | +93.1% | -38.2% | +9.3% |
| All | +54.8% | +94.0% | -39.1% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling