+7.9%
AA vs BNS
+91.0%
-83.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.1% |
| 7D | -0.6% | -1.3% | +0.7% | +0.7% |
| 30D | -1.6% | +4.0% | -5.6% | -6.3% |
| 3M | -29.8% | +13.8% | -43.6% | -39.9% |
| 6M | -16.6% | +32.7% | -49.3% | -40.3% |
| YTD | -4.0% | +27.6% | -31.6% | -28.5% |
| 1Y | +63.5% | +47.4% | +16.1% | +2.5% |
| 3Y | +86.8% | +129.0% | -42.2% | -32.0% |
| All | +7.9% | +91.0% | -83.1% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling