-5.8%
BN vs ALLE
+15.3%
-21.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -1.0% | +3.6% | -4.5% | -2.0% |
| 30D | +14.0% | +25.9% | -11.9% | +7.6% |
| 3M | -9.0% | +15.8% | -24.8% | -12.4% |
| 6M | -8.8% | +48.1% | -56.9% | -17.5% |
| YTD | -10.3% | +22.0% | -32.2% | -17.2% |
| 1Y | -5.8% | +18.0% | -23.8% | -12.2% |
| All | -5.8% | +15.3% | -21.1% | -12.2% |
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