+490.8%
ETN vs ALC
+21.6%
+469.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.6% |
| 7D | +8.0% | -3.7% | +11.7% | +9.8% |
| 30D | -5.9% | -3.7% | -2.2% | -4.5% |
| 3M | +5.0% | +4.6% | +0.4% | +2.0% |
| 6M | +22.4% | -14.6% | +37.0% | +29.7% |
| YTD | +33.6% | -11.9% | +45.5% | +38.8% |
| 1Y | +22.1% | -13.1% | +35.3% | +27.2% |
| 3Y | +85.6% | -15.0% | +100.6% | +89.7% |
| 5Y | +179.2% | -16.2% | +195.4% | +181.8% |
| All | +490.8% | +21.6% | +469.2% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling