+395.5%
ETN vs ALC
+30.4%
+365.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -3.0% |
| 7D | +3.6% | -1.1% | +4.7% | +4.0% |
| 30D | -13.4% | +16.0% | -29.5% | -19.5% |
| 3M | -21.9% | +0.8% | -22.7% | -23.1% |
| 6M | -12.8% | +16.8% | -29.6% | -20.5% |
| YTD | +12.1% | -5.5% | +17.6% | +11.7% |
| 1Y | +0.8% | -5.3% | +6.1% | +0.3% |
| 3Y | +64.5% | +4.1% | +60.4% | +49.7% |
| 5Y | +121.7% | -7.1% | +128.8% | +110.7% |
| All | +395.5% | +30.4% | +365.2% | +219.4% |
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