+7,268.9%
ETN vs ALB
+2,081.3%
+5,187.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +3.6% | -5.8% | +9.4% | +5.6% |
| 30D | -13.4% | -4.5% | -8.9% | -12.5% |
| 3M | -21.9% | -28.1% | +6.2% | -14.1% |
| 6M | -12.8% | -53.2% | +40.4% | +9.5% |
| YTD | +12.1% | -33.3% | +45.4% | +22.2% |
| 1Y | +0.8% | -17.4% | +18.3% | +2.1% |
| 3Y | +64.5% | -14.1% | +78.6% | +45.8% |
| 5Y | +121.7% | -64.0% | +185.8% | +148.0% |
| 10Y | +542.2% | +32.8% | +509.4% | +299.1% |
| All | +7,268.9% | +2,081.3% | +5,187.6% | +2,098.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling