+175.7%
ETN vs AA
+5.3%
+170.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.5% |
| 7D | +3.0% | -5.4% | +8.4% | +4.1% |
| 30D | -10.9% | -10.7% | -0.2% | -9.0% |
| 3M | +9.2% | -26.2% | +35.4% | +15.3% |
| 6M | +13.9% | -20.9% | +34.9% | +17.9% |
| YTD | +29.5% | -8.6% | +38.2% | +29.7% |
| 1Y | +14.2% | +57.4% | -43.2% | +2.3% |
| 3Y | +79.9% | +77.8% | +2.1% | +54.0% |
| 5Y | +175.7% | +2.7% | +173.0% | +143.7% |
| All | +175.7% | +5.3% | +170.3% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling