+406.7%
BNY vs AA
+122.9%
+283.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.6% |
| 30D | -0.2% | -5.8% | +5.6% | +0.9% |
| 3M | +14.9% | -29.9% | +44.8% | +23.7% |
| 6M | +40.0% | -27.0% | +67.0% | +47.6% |
| YTD | +42.0% | -8.7% | +50.7% | +41.0% |
| 1Y | +56.9% | +50.6% | +6.2% | +36.9% |
| 3Y | +289.9% | +74.1% | +215.8% | +208.7% |
| 5Y | +259.2% | +2.6% | +256.6% | +198.5% |
| All | +406.7% | +122.9% | +283.8% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling