+267.2%
BN vs ALLE
+144.1%
+123.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | -2.5% | -0.2% | -2.2% | -2.3% |
| 30D | -9.5% | -6.8% | -2.7% | -5.5% |
| 3M | -10.4% | +21.0% | -31.4% | -21.5% |
| 6M | -6.4% | +1.1% | -7.5% | -8.3% |
| YTD | -11.9% | -0.5% | -11.3% | -13.5% |
| 1Y | -8.6% | -7.3% | -1.4% | -6.2% |
| 3Y | +77.6% | +42.3% | +35.3% | +36.2% |
| 5Y | +37.0% | +13.5% | +23.6% | +18.9% |
| All | +267.2% | +144.1% | +123.1% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling