+706.7%
ETN vs ALM
+2,589.2%
-1,882.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +4.2% |
| 7D | +3.5% | -11.8% | +15.4% | +4.0% |
| 30D | -7.5% | +7.8% | -15.3% | -7.9% |
| 3M | +8.3% | -9.3% | +17.6% | +8.4% |
| 6M | +20.2% | -30.5% | +50.7% | +20.9% |
| YTD | +34.7% | +75.8% | -41.2% | +31.6% |
| 1Y | +19.4% | +241.2% | -221.7% | +14.2% |
| 3Y | +85.5% | +1,872.6% | -1,787.1% | +65.0% |
| 5Y | +186.6% | +849.6% | -663.0% | +158.9% |
| All | +706.7% | +2,589.2% | -1,882.6% | +626.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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