+175.7%
ETN vs ALM
+856.4%
-680.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -0.9% |
| 7D | +3.0% | -7.1% | +10.1% | +3.4% |
| 30D | -10.9% | +24.7% | -35.6% | -12.1% |
| 3M | +9.2% | +8.3% | +0.9% | +8.3% |
| 6M | +13.9% | -22.2% | +36.1% | +13.9% |
| YTD | +29.5% | +88.1% | -58.5% | +26.5% |
| 1Y | +14.2% | +272.4% | -258.2% | +9.4% |
| 3Y | +79.9% | +2,004.1% | -1,924.3% | +62.1% |
| 5Y | +175.7% | +915.8% | -740.1% | +153.5% |
| All | +175.7% | +856.4% | -680.8% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling