+81.1%
ETN vs AR
+44.6%
+36.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | -6.7% | +5.5% | -12.2% | -7.8% |
| 3M | +3.6% | +12.9% | -9.3% | +0.4% |
| 6M | +18.3% | +0.1% | +18.2% | +17.2% |
| YTD | +31.5% | +13.5% | +17.9% | +25.0% |
| 1Y | +20.6% | +21.6% | -1.0% | +11.7% |
| All | +81.1% | +44.6% | +36.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling