+155.8%
NLY vs ALLE
+260.9%
-105.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +0.6% | -6.8% | +7.4% | +3.5% |
| 3M | +10.8% | +21.0% | -10.2% | +1.7% |
| 6M | +6.2% | +1.1% | +5.1% | +4.8% |
| YTD | +9.0% | -0.5% | +9.6% | +7.9% |
| 1Y | +19.3% | -7.3% | +26.6% | +21.4% |
| 3Y | +67.7% | +42.3% | +25.5% | +40.1% |
| 5Y | +29.7% | +13.5% | +16.3% | +16.3% |
| 10Y | +81.0% | +144.0% | -63.0% | +30.0% |
| All | +155.8% | +260.9% | -105.0% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling