+65.0%
ETN vs AS
+114.1%
-49.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.6% | +3.4% |
| 7D | +8.0% | -2.6% | +10.7% | +8.6% |
| 30D | -5.9% | -22.1% | +16.2% | -0.7% |
| 3M | +5.0% | -15.3% | +20.3% | +8.4% |
| 6M | +22.4% | -15.6% | +38.0% | +26.1% |
| YTD | +33.6% | -23.2% | +56.8% | +40.1% |
| 1Y | +22.1% | -21.7% | +43.8% | +27.1% |
| All | +65.0% | +114.1% | -49.1% | +44.6% |
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