+290.2%
BN vs ALLE
+211.7%
+78.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | -1.0% | +3.6% | -4.5% | -3.1% |
| 30D | +14.0% | +25.9% | -11.9% | -1.6% |
| 3M | -9.0% | +15.8% | -24.8% | -17.3% |
| 6M | -8.8% | +48.1% | -56.9% | -30.0% |
| YTD | -10.3% | +22.0% | -32.2% | -22.8% |
| 1Y | -5.8% | +18.0% | -23.8% | -17.3% |
| 3Y | +94.8% | +93.1% | +1.7% | +22.1% |
| 5Y | +31.5% | +52.1% | -20.6% | -5.4% |
| All | +290.2% | +211.7% | +78.6% | +99.7% |
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