+22.2%
ALAB vs ETN
+13.8%
+8.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -3.7% |
| 7D | +0.6% | +3.0% | -2.4% | -3.0% |
| 30D | -8.8% | -10.9% | +2.1% | +3.9% |
| 3M | -14.0% | +9.2% | -23.2% | -19.8% |
| 6M | +144.3% | +13.9% | +130.4% | +118.9% |
| YTD | +71.0% | +29.5% | +41.5% | +28.1% |
| All | +22.2% | +13.8% | +8.4% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling