+85.6%
ETN vs ALLE
+49.7%
+35.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +8.0% | +2.8% | +5.3% | +6.8% |
| 30D | -5.9% | -7.6% | +1.7% | -2.7% |
| 3M | +5.0% | +22.8% | -17.8% | -4.4% |
| 6M | +22.4% | +4.6% | +17.8% | +19.5% |
| YTD | +33.6% | -1.2% | +34.9% | +32.9% |
| 1Y | +22.1% | -9.1% | +31.3% | +26.2% |
| 3Y | +85.6% | +50.0% | +35.6% | +42.4% |
| All | +85.6% | +49.7% | +35.9% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling