+706.7%
ETN vs ALB
+77.7%
+629.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.7% | +5.0% |
| 7D | +3.5% | -6.9% | +10.5% | +5.5% |
| 30D | -7.5% | -8.4% | +0.9% | -5.7% |
| 3M | +8.3% | -25.9% | +34.3% | +16.6% |
| 6M | +20.2% | -29.7% | +49.9% | +29.5% |
| YTD | +34.7% | -16.5% | +51.2% | +36.9% |
| 1Y | +19.4% | +58.7% | -39.3% | -0.1% |
| 3Y | +85.5% | -34.0% | +119.5% | +84.5% |
| 5Y | +186.6% | -48.3% | +234.9% | +187.9% |
| All | +706.7% | +77.7% | +629.0% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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