+384.5%
ALAB vs ETN
+40.5%
+344.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +6.1% |
| 7D | +9.6% | +6.2% | +3.4% | +1.3% |
| 30D | -5.3% | -6.7% | +1.4% | +2.8% |
| 3M | -12.0% | +3.6% | -15.7% | -14.7% |
| 6M | +145.7% | +18.3% | +127.4% | +100.6% |
| YTD | +80.7% | +31.5% | +49.2% | +24.7% |
| 1Y | +40.1% | +20.6% | +19.6% | +9.1% |
| All | +384.5% | +40.5% | +344.0% | +241.7% |
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