+236.1%
ALNY vs ETR
+296.9%
-60.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -6.5% | -1.8% | -4.7% | -6.2% |
| 30D | +11.0% | -1.8% | +12.8% | +11.4% |
| 3M | -14.1% | -3.6% | -10.5% | -13.6% |
| 6M | -22.4% | +2.6% | -25.0% | -23.0% |
| YTD | -37.5% | +16.0% | -53.5% | -39.6% |
| 1Y | -46.9% | +20.1% | -67.1% | -49.2% |
| 3Y | +22.1% | +143.6% | -121.5% | +0.8% |
| 5Y | +31.2% | +124.4% | -93.2% | +10.0% |
| All | +236.1% | +296.9% | -60.8% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling