+162.5%
ALLE vs BNS
+182.1%
-19.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.1% |
| 7D | +2.8% | +1.8% | +1.0% | +1.7% |
| 30D | -7.6% | +4.5% | -12.1% | -10.4% |
| 3M | +22.8% | +15.8% | +7.0% | +11.4% |
| 6M | +4.6% | +31.5% | -26.9% | -12.5% |
| YTD | -1.2% | +28.6% | -29.8% | -16.4% |
| 1Y | -9.1% | +48.2% | -57.3% | -29.8% |
| 3Y | +50.0% | +130.8% | -80.8% | -14.0% |
| 5Y | +15.2% | +94.9% | -79.6% | -26.9% |
| All | +162.5% | +182.1% | -19.6% | +30.0% |
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