+19.4%
ETN vs ALM
+247.3%
-227.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +4.8% |
| 7D | +3.5% | -11.8% | +15.4% | +5.0% |
| 30D | -7.5% | +7.8% | -15.3% | -8.7% |
| 3M | +8.3% | -9.3% | +17.6% | +8.2% |
| 6M | +20.2% | -30.5% | +50.7% | +21.0% |
| YTD | +34.7% | +75.8% | -41.2% | +30.4% |
| 1Y | +19.4% | +241.2% | -221.7% | +19.4% |
| All | +19.4% | +247.3% | -227.9% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling