+20,513.9%
ETN vs AA
+309.2%
+20,204.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +1.7% |
| 7D | +8.0% | +1.7% | +6.4% | +7.5% |
| 30D | -5.9% | +3.3% | -9.2% | -7.1% |
| 3M | +5.0% | -29.4% | +34.4% | +15.8% |
| 6M | +22.4% | -12.8% | +35.2% | +25.0% |
| YTD | +33.6% | -2.1% | +35.8% | +30.5% |
| 1Y | +22.1% | +62.8% | -40.6% | +0.8% |
| 3Y | +85.6% | +90.5% | -4.9% | +36.8% |
| 5Y | +179.2% | +19.1% | +160.2% | +110.7% |
| 10Y | +687.3% | +124.8% | +562.5% | +285.5% |
| All | +20,513.9% | +309.2% | +20,204.8% | +6,646.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling