+607.1%
ETN vs AR
-28.5%
+635.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +3.6% | +7.4% | -3.8% | +2.5% |
| 30D | -13.4% | +5.8% | -19.2% | -14.2% |
| 3M | -21.9% | +5.2% | -27.1% | -22.7% |
| 6M | -12.8% | +5.4% | -18.2% | -14.0% |
| YTD | +12.1% | +12.4% | -0.3% | +8.7% |
| 1Y | +0.8% | +12.8% | -12.0% | -2.3% |
| 3Y | +64.5% | +47.2% | +17.3% | +51.4% |
| 5Y | +121.7% | +101.1% | +20.6% | +88.5% |
| 10Y | +542.2% | +57.6% | +484.6% | +405.8% |
| All | +607.1% | -28.5% | +635.6% | +538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling