+177.8%
ETN vs ALLE
+11.9%
+165.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -0.2% |
| 7D | +6.2% | -2.2% | +8.4% | +7.4% |
| 30D | -6.7% | -8.3% | +1.7% | -2.3% |
| 3M | +3.6% | +16.3% | -12.6% | -4.9% |
| 6M | +18.3% | +1.8% | +16.5% | +16.3% |
| YTD | +31.5% | -3.9% | +35.4% | +32.4% |
| 1Y | +20.6% | -10.0% | +30.6% | +25.7% |
| 3Y | +82.5% | +45.8% | +36.7% | +39.1% |
| 5Y | +177.8% | +13.3% | +164.5% | +145.0% |
| All | +177.8% | +11.9% | +165.9% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling