+85.6%
ETN vs ALLY
+69.8%
+15.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.1% | +4.0% |
| 7D | +8.0% | +1.0% | +7.0% | +7.5% |
| 30D | -5.9% | -3.3% | -2.6% | -4.8% |
| 3M | +5.0% | +0.5% | +4.5% | +4.7% |
| 6M | +22.4% | +12.6% | +9.8% | +16.6% |
| YTD | +33.6% | -4.7% | +38.3% | +35.1% |
| 1Y | +22.1% | +5.2% | +16.9% | +18.5% |
| 3Y | +85.6% | +66.5% | +19.1% | +62.3% |
| All | +85.6% | +69.8% | +15.8% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling