-5.5%
ETN vs ALLY
+4.2%
-9.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.8% | -13.7% | -11.1% |
| 7D | -10.1% | +2.4% | -12.5% | -10.9% |
| 30D | -18.4% | +5.6% | -23.9% | -20.0% |
| 3M | -20.4% | -11.7% | -8.7% | -16.5% |
| 6M | -16.0% | -7.0% | -8.9% | -14.0% |
| YTD | +11.8% | -10.4% | +22.2% | +17.1% |
| 1Y | -5.5% | +2.4% | -7.9% | -10.7% |
| All | -5.5% | +4.2% | -9.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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