+646.4%
ETN vs ALM
+3,551.9%
-2,905.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -1.7% |
| 7D | +3.6% | +1.2% | +2.4% | +3.6% |
| 30D | -13.4% | -19.3% | +5.9% | -13.3% |
| 3M | -21.9% | -40.6% | +18.8% | -21.7% |
| 6M | -12.8% | -57.9% | +45.1% | -12.5% |
| YTD | +12.1% | -6.7% | +18.8% | +12.1% |
| 1Y | +0.8% | +20.2% | -19.3% | +0.8% |
| 3Y | +64.5% | +879.4% | -815.0% | +63.2% |
| 5Y | +121.7% | +415.3% | -293.5% | +120.2% |
| 10Y | +542.2% | +2,100.8% | -1,558.6% | +535.0% |
| All | +646.4% | +3,551.9% | -2,905.4% | +630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling