+117.0%
AA vs BNS
+188.9%
-71.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.8% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | -5.8% | +3.5% | -9.2% | -10.0% |
| 3M | -29.9% | +14.1% | -44.0% | -40.8% |
| 6M | -27.0% | +33.8% | -60.8% | -49.2% |
| YTD | -8.7% | +29.5% | -38.2% | -34.2% |
| 1Y | +50.6% | +48.4% | +2.2% | -8.2% |
| 3Y | +74.1% | +129.6% | -55.5% | -38.0% |
| 5Y | +2.6% | +96.1% | -93.5% | -55.2% |
| All | +117.0% | +188.9% | -71.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling