-19.2%
ALC vs BNS
+92.5%
-111.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | -7.7% | -2.2% | -5.5% | -6.7% |
| 30D | -11.7% | +4.5% | -16.2% | -13.8% |
| 3M | +0.7% | +14.9% | -14.2% | -6.8% |
| 6M | -17.1% | +32.5% | -49.6% | -28.9% |
| YTD | -15.1% | +28.6% | -43.8% | -26.3% |
| 1Y | -14.1% | +48.4% | -62.5% | -31.1% |
| 3Y | -18.2% | +130.8% | -149.0% | -49.4% |
| 5Y | -19.2% | +94.8% | -114.0% | -42.4% |
| All | -19.2% | +92.5% | -111.7% | -42.4% |
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