+400.4%
ALAB vs ETN
+39.0%
+361.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.5% | +6.3% | +5.3% |
| 7D | +7.2% | +2.0% | +5.2% | +4.9% |
| 30D | -2.5% | -7.9% | +5.4% | +8.2% |
| 3M | -13.3% | -1.6% | -11.7% | -9.4% |
| 6M | +172.8% | +16.9% | +156.0% | +127.4% |
| YTD | +86.6% | +30.1% | +56.5% | +31.2% |
| 1Y | +65.2% | +19.3% | +45.8% | +31.0% |
| All | +400.4% | +39.0% | +361.4% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling