+177.8%
ETN vs ALK
-28.1%
+205.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +6.2% | -3.0% | +9.2% | +7.1% |
| 30D | -6.7% | -14.6% | +7.9% | -2.6% |
| 3M | +3.6% | -10.6% | +14.2% | +6.4% |
| 6M | +18.3% | -6.7% | +25.0% | +18.8% |
| YTD | +31.5% | -19.8% | +51.2% | +36.8% |
| 1Y | +20.6% | -35.2% | +55.8% | +32.5% |
| 3Y | +82.5% | +1.4% | +81.2% | +67.1% |
| 5Y | +177.8% | -30.7% | +208.4% | +172.9% |
| All | +177.8% | -28.1% | +205.9% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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