diff --git a/pyfacts/pyfacts.py b/pyfacts/pyfacts.py
index 9eb1557..51e955c 100644
--- a/pyfacts/pyfacts.py
+++ b/pyfacts/pyfacts.py
@@ -328,11 +328,17 @@ class TimeSeries(TimeSeriesCore):
         as_on_delta, prior_delta = _preprocess_match_options(as_on_match, prior_match, closest)
 
         current = _find_closest_date(self, as_on, closest_max_days, as_on_delta, if_not_found)
+
         prev_date = as_on - relativedelta(**{return_period_unit: return_period_value})
         if current[1] != str("nan"):
             previous = _find_closest_date(self, prev_date, closest_max_days, prior_delta, if_not_found)
 
-        if current[1] == str("nan") or previous[1] == str("nan"):
+        if (
+            current[1] == str("nan")
+            or previous[1] == str("nan")
+            or current[0] == str("nan")
+            or previous[0] == str("nan")
+        ):
             return as_on, float("NaN")
 
         returns = current[1] / previous[1]
@@ -593,7 +599,7 @@ class TimeSeries(TimeSeriesCore):
         kwargs["to_date"] = kwargs.get("to_date", self.end_date)
 
         rr = self.calculate_rolling_returns(**kwargs)
-        mean_rr = statistics.mean(rr.values)
+        mean_rr = statistics.mean(filter(lambda x: str(x) != "nan", rr.values))
         if annualise_returns:
             mean_rr = (1 + mean_rr) ** (1 / years) - 1