+252.3%
BNY vs ALLE
+11.9%
+240.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.9% |
| 7D | +0.3% | -2.2% | +2.4% | +1.1% |
| 30D | +1.9% | -8.3% | +10.3% | +5.3% |
| 3M | +13.9% | +16.3% | -2.4% | +6.3% |
| 6M | +42.3% | +1.8% | +40.5% | +40.0% |
| YTD | +41.8% | -3.9% | +45.8% | +42.1% |
| 1Y | +57.9% | -10.0% | +68.0% | +62.6% |
| 3Y | +290.7% | +45.8% | +244.9% | +211.5% |
| 5Y | +252.3% | +13.3% | +239.0% | +206.0% |
| All | +252.3% | +11.9% | +240.4% | +206.0% |
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