+316.9%
BNY vs ALLE
+211.7%
+105.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +3.9% | +3.6% | +0.3% | +2.2% |
| 30D | +11.9% | +25.9% | -13.9% | 0.0% |
| 3M | -5.0% | +15.8% | -20.8% | -11.9% |
| 6M | +14.6% | +48.1% | -33.5% | -6.7% |
| YTD | +34.5% | +22.0% | +12.5% | +19.3% |
| 1Y | +40.6% | +18.0% | +22.6% | +26.8% |
| 3Y | +261.7% | +93.1% | +168.6% | +144.1% |
| 5Y | +192.3% | +52.1% | +140.2% | +119.6% |
| All | +316.9% | +211.7% | +105.2% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling