+33.9%
ALNY vs ET
+241.8%
-207.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -6.5% | +0.2% | -6.8% | -6.6% |
| 30D | +11.0% | +2.9% | +8.2% | +10.1% |
| 3M | -14.1% | +16.8% | -30.9% | -17.9% |
| 6M | -22.4% | +18.9% | -41.3% | -26.4% |
| YTD | -37.5% | +37.7% | -75.2% | -43.3% |
| 1Y | -46.9% | +32.4% | -79.4% | -51.4% |
| 3Y | +22.1% | +99.5% | -77.4% | -2.3% |
| All | +33.9% | +241.8% | -207.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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