+64.5%
ETN vs ALC
+4.4%
+60.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.1% |
| 7D | +3.6% | -1.1% | +4.7% | +3.7% |
| 30D | -13.4% | +16.0% | -29.5% | -15.7% |
| 3M | -21.9% | +0.8% | -22.7% | -21.9% |
| 6M | -12.8% | +16.8% | -29.6% | -16.2% |
| YTD | +12.1% | -5.5% | +17.6% | +13.9% |
| 1Y | +0.8% | -5.3% | +6.1% | +2.2% |
| 3Y | +64.5% | +4.1% | +60.4% | +61.3% |
| All | +64.5% | +4.4% | +60.1% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling