+237.3%
ETN vs ABCL
-79.6%
+316.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -9.3% | +2.3% | -11.6% | -9.5% |
| 30D | -17.3% | -0.7% | -16.6% | -17.3% |
| 3M | -20.1% | +33.4% | -53.6% | -22.4% |
| 6M | -11.3% | +137.8% | -149.1% | -19.2% |
| YTD | +12.5% | +264.3% | -251.8% | -1.9% |
| 1Y | -5.6% | +209.2% | -214.8% | -16.7% |
| 3Y | +65.6% | +208.4% | -142.8% | +40.7% |
| 5Y | +122.4% | -11.9% | +134.3% | +96.1% |
| All | +237.3% | -79.6% | +316.8% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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