+175.7%
ETN vs ALC
-19.4%
+195.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.6% |
| 7D | +3.0% | -7.7% | +10.7% | +5.5% |
| 30D | -10.9% | -11.7% | +0.8% | -7.6% |
| 3M | +9.2% | +0.7% | +8.6% | +8.3% |
| 6M | +13.9% | -17.1% | +31.0% | +20.2% |
| YTD | +29.5% | -15.1% | +44.7% | +35.1% |
| 1Y | +14.2% | -14.1% | +28.3% | +18.2% |
| 3Y | +79.9% | -18.2% | +98.0% | +86.4% |
| 5Y | +175.7% | -19.2% | +194.8% | +183.2% |
| All | +175.7% | -19.4% | +195.0% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling