-4.7%
BN vs ALLE
+18.6%
-23.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +5.5% |
| 7D | +12.0% | +6.7% | +5.3% | +10.1% |
| 30D | +17.0% | +25.4% | -8.4% | +10.1% |
| 3M | -3.2% | +16.9% | -20.2% | -7.3% |
| 6M | -3.9% | +46.6% | -50.4% | -13.5% |
| YTD | -5.6% | +22.4% | -28.0% | -14.0% |
| 1Y | -4.7% | +17.7% | -22.5% | -9.9% |
| All | -4.7% | +18.6% | -23.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling