+2.8%
NLY vs ALLE
+51.6%
-48.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -5.9% | +3.6% | -9.4% | -7.3% |
| 30D | -2.8% | +25.9% | -28.7% | -12.6% |
| 3M | -21.6% | +15.8% | -37.4% | -26.9% |
| 6M | -14.5% | +48.1% | -62.6% | -29.3% |
| YTD | -12.4% | +22.0% | -34.4% | -21.2% |
| 1Y | -7.3% | +18.0% | -25.3% | -15.3% |
| 3Y | +54.8% | +93.1% | -38.2% | +6.4% |
| All | +2.8% | +51.6% | -48.8% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling