+35.9%
BN vs ALLE
+53.5%
-17.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +4.3% | +0.1% | +4.2% | +4.4% |
| 30D | +14.3% | +25.9% | -11.6% | -0.9% |
| 3M | -4.1% | +14.9% | -19.0% | -12.1% |
| 6M | -9.7% | +42.1% | -51.8% | -28.3% |
| YTD | -7.1% | +20.4% | -27.5% | -19.0% |
| 1Y | -7.4% | +14.9% | -22.3% | -16.6% |
| 3Y | +102.3% | +90.1% | +12.2% | +25.8% |
| 5Y | +35.9% | +53.0% | -17.0% | -4.4% |
| All | +35.9% | +53.5% | -17.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling