+19.4%
ETN vs AA
+56.9%
-37.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.5% | -3.4% | +7.0% | +4.3% |
| 30D | -7.5% | -5.8% | -1.7% | -6.4% |
| 3M | +8.3% | -29.9% | +38.2% | +15.4% |
| 6M | +20.2% | -27.0% | +47.2% | +26.9% |
| YTD | +34.7% | -8.7% | +43.4% | +34.0% |
| 1Y | +19.4% | +50.6% | -31.2% | +7.4% |
| All | +19.4% | +56.9% | -37.4% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling