+104.2%
BN vs ALLE
+93.1%
+11.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.1% | +2.4% |
| 7D | +3.6% | -0.6% | +4.3% | +4.1% |
| 30D | +15.9% | +26.6% | -10.8% | +2.4% |
| 3M | -2.3% | +13.2% | -15.5% | -8.5% |
| 6M | -8.4% | +42.9% | -51.3% | -25.1% |
| YTD | -5.9% | +21.0% | -26.9% | -16.2% |
| 1Y | -5.6% | +15.2% | -20.7% | -13.0% |
| 3Y | +104.2% | +95.6% | +8.6% | +33.6% |
| All | +104.2% | +93.1% | +11.1% | +33.6% |
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