+668.8%
ETN vs ALLE
+260.9%
+407.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.9% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -7.9% | -6.8% | -1.1% | -3.9% |
| 3M | -1.6% | +21.0% | -22.6% | -13.1% |
| 6M | +16.9% | +1.1% | +15.8% | +14.8% |
| YTD | +30.1% | -0.5% | +30.6% | +28.2% |
| 1Y | +19.3% | -7.3% | +26.6% | +22.4% |
| 3Y | +82.5% | +42.3% | +40.3% | +39.2% |
| 5Y | +166.8% | +13.5% | +153.4% | +130.8% |
| 10Y | +649.7% | +144.0% | +505.7% | +298.9% |
| All | +668.8% | +260.9% | +407.9% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling