+40.7%
ETN vs AS
+125.3%
-84.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.2% |
| 7D | +10.1% | -3.6% | +13.7% | +11.0% |
| 30D | -15.9% | +3.4% | -19.3% | -16.7% |
| 3M | -21.7% | -8.6% | -13.1% | -20.4% |
| 6M | -10.1% | -10.0% | 0.0% | -8.7% |
| YTD | +14.0% | -19.2% | +33.2% | +17.8% |
| 1Y | -1.7% | -3.8% | +2.1% | -2.3% |
| All | +40.7% | +125.3% | -84.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling