As has been noted above, Alpine includes as "income,"  harvested capital gains.  This is clearly pointed out in the footnotes to their financialdata, but is not investment income according tothe SEC or GAAP.  CG distribution is a direct hit on NAV and depending on when you bought the shares, can be a potentially taxable return of your own money.

As Steve points out, the key with most CEF is to buy only when there is a signfiicant discount to NAV.