+190.4%
ETN vs AME
+89.9%
+100.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +1.0% |
| 7D | +3.5% | +1.7% | +1.8% | +1.9% |
| 30D | -7.5% | -6.4% | -1.1% | -1.6% |
| 3M | +8.3% | +7.1% | +1.2% | +2.5% |
| 6M | +20.2% | +8.2% | +12.0% | +13.0% |
| YTD | +34.7% | +18.2% | +16.5% | +17.2% |
| 1Y | +19.4% | +26.7% | -7.3% | -2.6% |
| 3Y | +85.5% | +60.7% | +24.8% | +18.9% |
| All | +190.4% | +89.9% | +100.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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