+0.8%
ETN vs ALLE
+15.3%
-14.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +3.6% | +3.6% | +0.1% | +2.9% |
| 30D | -13.4% | +25.9% | -39.3% | -18.1% |
| 3M | -21.9% | +15.8% | -37.7% | -24.1% |
| 6M | -12.8% | +48.1% | -60.9% | -22.2% |
| YTD | +12.1% | +22.0% | -9.9% | +3.4% |
| 1Y | +0.8% | +18.0% | -17.2% | -4.9% |
| All | +0.8% | +15.3% | -14.5% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling