+97.4%
BN vs ALLE
+90.7%
+6.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.6% |
| 7D | +5.7% | 0.0% | +5.7% | +5.8% |
| 30D | +12.0% | +20.6% | -8.6% | +1.5% |
| 3M | -6.1% | +11.4% | -17.5% | -11.3% |
| 6M | -8.6% | +42.5% | -51.1% | -25.3% |
| YTD | -8.5% | +18.9% | -27.4% | -17.8% |
| 1Y | -8.4% | +14.2% | -22.6% | -15.4% |
| All | +97.4% | +90.7% | +6.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling