+544.6%
ETN vs ALLE
+211.7%
+332.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | +3.6% | +3.6% | +0.1% | +1.5% |
| 30D | -13.4% | +25.9% | -39.3% | -25.4% |
| 3M | -21.9% | +15.8% | -37.7% | -29.3% |
| 6M | -12.8% | +48.1% | -60.9% | -32.8% |
| YTD | +12.1% | +22.0% | -9.9% | -3.5% |
| 1Y | +0.8% | +18.0% | -17.2% | -11.4% |
| 3Y | +64.5% | +93.1% | -28.6% | +1.2% |
| 5Y | +121.7% | +52.1% | +69.7% | +57.1% |
| All | +544.6% | +211.7% | +332.9% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling