+120.5%
ETN vs ALM
+410.2%
-289.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -2.2% |
| 7D | +3.6% | +1.2% | +2.4% | +3.5% |
| 30D | -13.4% | -19.3% | +5.9% | -12.3% |
| 3M | -21.9% | -40.6% | +18.8% | -19.7% |
| 6M | -12.8% | -57.9% | +45.1% | -9.3% |
| YTD | +12.1% | -6.7% | +18.8% | +13.7% |
| 1Y | +0.8% | +20.2% | -19.3% | +1.5% |
| 3Y | +64.5% | +879.4% | -815.0% | +55.3% |
| All | +120.5% | +410.2% | -289.7% | +111.9% |
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