+175.7%
ETN vs AG
+64.4%
+111.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.9% |
| 7D | +3.0% | -5.8% | +8.8% | +3.7% |
| 30D | -10.9% | +6.4% | -17.3% | -11.7% |
| 3M | +9.2% | +28.4% | -19.1% | +5.8% |
| 6M | +13.9% | -24.5% | +38.4% | +15.8% |
| YTD | +29.5% | +21.2% | +8.3% | +25.1% |
| 1Y | +14.2% | +114.1% | -99.9% | +3.9% |
| 3Y | +79.9% | +268.0% | -188.2% | +51.3% |
| 5Y | +175.7% | +67.3% | +108.3% | +135.5% |
| All | +175.7% | +64.4% | +111.3% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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