+706.7%
ETN vs ALLY
+189.7%
+516.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.5% | -3.8% | +7.3% | +5.1% |
| 30D | -7.5% | -4.9% | -2.6% | -5.7% |
| 3M | +8.3% | -2.6% | +10.9% | +9.3% |
| 6M | +20.2% | +15.7% | +4.4% | +12.9% |
| YTD | +34.7% | -5.2% | +39.8% | +36.4% |
| 1Y | +19.4% | +2.8% | +16.6% | +16.7% |
| 3Y | +85.5% | +63.4% | +22.1% | +46.0% |
| 5Y | +186.6% | -2.6% | +189.2% | +166.0% |
| All | +706.7% | +189.7% | +516.9% | +327.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling