+20,176.5%
ETN vs AME
+18,594.4%
+1,582.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +6.2% | +1.3% | +4.9% | +5.6% |
| 30D | -6.7% | -6.6% | -0.1% | -3.4% |
| 3M | +3.6% | +3.0% | +0.6% | +2.7% |
| 6M | +18.3% | +5.3% | +13.0% | +16.3% |
| YTD | +31.5% | +15.4% | +16.0% | +23.6% |
| 1Y | +20.6% | +26.8% | -6.3% | +8.1% |
| 3Y | +82.5% | +56.5% | +26.0% | +48.4% |
| 5Y | +177.8% | +85.2% | +92.5% | +110.8% |
| 10Y | +705.0% | +428.5% | +276.5% | +302.9% |
| All | +20,176.5% | +18,594.4% | +1,582.1% | +4,487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling