+14.9%
ETN vs ALB
+72.3%
-57.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -1.0% |
| 7D | +3.0% | -7.6% | +10.6% | +4.3% |
| 30D | -10.9% | -5.6% | -5.3% | -10.3% |
| 3M | +9.2% | -16.8% | +26.1% | +11.8% |
| 6M | +13.9% | -26.3% | +40.2% | +17.4% |
| YTD | +29.5% | -13.2% | +42.8% | +28.3% |
| All | +14.9% | +72.3% | -57.4% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling