+8,451.0%
ETN vs ALB
+2,835.3%
+5,615.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +4.9% |
| 7D | +2.0% | -8.1% | +10.1% | +4.6% |
| 30D | -7.9% | +6.3% | -14.2% | -10.1% |
| 3M | -1.6% | -23.6% | +22.0% | +6.4% |
| 6M | +16.9% | -24.6% | +41.5% | +25.0% |
| YTD | +30.1% | -10.3% | +40.3% | +29.8% |
| 1Y | +19.3% | +61.5% | -42.2% | -3.8% |
| 3Y | +82.5% | -34.0% | +116.5% | +79.0% |
| 5Y | +166.8% | -44.6% | +211.4% | +159.1% |
| 10Y | +649.7% | +76.1% | +573.6% | +327.9% |
| All | +8,451.0% | +2,835.3% | +5,615.7% | +2,234.6% |
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