+576.9%
ETN vs ALLE
+340.4%
+236.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | +2.4% | -0.8% | +3.3% | +3.1% |
| 30D | -15.2% | +27.4% | -42.6% | -27.4% |
| 3M | -21.2% | +13.8% | -35.1% | -27.9% |
| 6M | -13.5% | +45.5% | -58.9% | -32.3% |
| YTD | +14.5% | +21.4% | -6.9% | -0.9% |
| 1Y | -0.9% | +15.4% | -16.2% | -11.5% |
| 3Y | +68.6% | +91.7% | -23.1% | +5.8% |
| 5Y | +129.0% | +54.5% | +74.5% | +61.9% |
| 10Y | +556.1% | +210.5% | +345.6% | +199.9% |
| All | +576.9% | +340.4% | +236.4% | +161.8% |
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