+215.3%
ALLE vs BNS
+187.6%
+27.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +3.6% | +0.9% | +2.6% | +3.0% |
| 30D | +25.9% | +2.8% | +23.1% | +23.8% |
| 3M | +15.8% | +3.0% | +12.8% | +13.2% |
| 6M | +48.1% | +23.3% | +24.8% | +29.0% |
| YTD | +22.0% | +29.3% | -7.4% | +2.7% |
| 1Y | +18.0% | +41.7% | -23.7% | -6.3% |
| 3Y | +93.1% | +147.7% | -54.7% | +5.7% |
| 5Y | +52.1% | +79.4% | -27.3% | +1.5% |
| All | +215.3% | +187.6% | +27.6% | +48.0% |
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