+177.8%
ETN vs ALLY
-1.1%
+178.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.3% |
| 7D | +6.2% | -1.9% | +8.2% | +6.9% |
| 30D | -6.7% | -4.5% | -2.2% | -5.3% |
| 3M | +3.6% | -2.8% | +6.5% | +4.6% |
| 6M | +18.3% | +10.3% | +8.0% | +14.3% |
| YTD | +31.5% | -5.7% | +37.1% | +33.2% |
| 1Y | +20.6% | +3.9% | +16.6% | +18.1% |
| 3Y | +82.5% | +64.7% | +17.8% | +54.2% |
| 5Y | +177.8% | -2.6% | +180.4% | +171.2% |
| All | +177.8% | -1.1% | +178.9% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling