+294.1%
ETN vs ABCL
-81.9%
+376.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.3% |
| 7D | +6.2% | -2.7% | +9.0% | +6.5% |
| 30D | -6.7% | +18.3% | -25.0% | -8.2% |
| 3M | +3.6% | +108.5% | -104.9% | -4.0% |
| 6M | +18.3% | +213.9% | -195.6% | +5.3% |
| YTD | +31.5% | +223.1% | -191.6% | +16.0% |
| 1Y | +20.6% | +160.6% | -140.0% | +7.8% |
| 3Y | +82.5% | +104.3% | -21.7% | +59.1% |
| 5Y | +177.8% | -40.0% | +217.8% | +148.2% |
| All | +294.1% | -81.9% | +376.0% | +272.1% |
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