+706.7%
ETN vs AA
+122.9%
+583.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.5% | -3.4% | +7.0% | +4.4% |
| 30D | -7.5% | -5.8% | -1.7% | -6.3% |
| 3M | +8.3% | -29.9% | +38.2% | +17.4% |
| 6M | +20.2% | -27.0% | +47.2% | +28.0% |
| YTD | +34.7% | -8.7% | +43.4% | +34.6% |
| 1Y | +19.4% | +50.6% | -31.2% | +4.5% |
| 3Y | +85.5% | +74.1% | +11.4% | +49.3% |
| 5Y | +186.6% | +2.6% | +184.0% | +137.8% |
| All | +706.7% | +122.9% | +583.8% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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