+472.6%
ETN vs ALC
+17.1%
+455.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.2% |
| 7D | +3.0% | -7.7% | +10.7% | +6.7% |
| 30D | -10.9% | -11.7% | +0.8% | -6.0% |
| 3M | +9.2% | +0.7% | +8.6% | +7.9% |
| 6M | +13.9% | -17.1% | +31.0% | +22.2% |
| YTD | +29.5% | -15.1% | +44.7% | +36.8% |
| 1Y | +14.2% | -14.1% | +28.3% | +19.3% |
| 3Y | +79.9% | -18.2% | +98.0% | +87.0% |
| 5Y | +175.7% | -19.2% | +194.8% | +182.5% |
| All | +472.6% | +17.1% | +455.6% | +291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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