+175.7%
ETN vs ALB
-48.1%
+223.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -0.8% |
| 7D | +3.0% | -7.6% | +10.6% | +4.6% |
| 30D | -10.9% | -5.6% | -5.3% | -10.1% |
| 3M | +9.2% | -16.8% | +26.1% | +12.9% |
| 6M | +13.9% | -26.3% | +40.2% | +19.5% |
| YTD | +29.5% | -13.2% | +42.8% | +30.3% |
| 1Y | +14.2% | +68.8% | -54.6% | -1.3% |
| 3Y | +79.9% | -30.7% | +110.5% | +77.1% |
| 5Y | +175.7% | -46.3% | +221.9% | +171.4% |
| All | +175.7% | -48.1% | +223.8% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling