+399.7%
BN vs ALLE
+260.9%
+138.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | -2.5% | -0.2% | -2.2% | -2.3% |
| 30D | -9.5% | -6.8% | -2.7% | -5.7% |
| 3M | -10.4% | +21.0% | -31.4% | -20.9% |
| 6M | -6.4% | +1.1% | -7.5% | -8.2% |
| YTD | -11.9% | -0.5% | -11.3% | -13.3% |
| 1Y | -8.6% | -7.3% | -1.4% | -6.3% |
| 3Y | +77.6% | +42.3% | +35.3% | +38.7% |
| 5Y | +37.0% | +13.5% | +23.6% | +20.1% |
| 10Y | +266.4% | +144.0% | +122.4% | +114.9% |
| All | +399.7% | +260.9% | +138.9% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling