+87.8%
AAPL vs ETN
+86.8%
+1.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.2% | +1.0% |
| 7D | +3.8% | +3.5% | +0.3% | +3.1% |
| 30D | +9.9% | -7.5% | +17.5% | +11.5% |
| 3M | +12.5% | +8.3% | +4.2% | +9.3% |
| 6M | +27.6% | +20.2% | +7.4% | +19.5% |
| YTD | +22.6% | +34.7% | -12.1% | +10.6% |
| 1Y | +45.0% | +19.4% | +25.5% | +35.0% |
| 3Y | +87.8% | +85.5% | +2.3% | +44.7% |
| All | +87.8% | +86.8% | +1.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 3y: compounded portfolio wealth divided by compounded ETN 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…
3y analysis · Full analysis span regression · 6 months rolling