+38.9%
ETN vs AS
+137.8%
-98.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -9.3% | +4.5% | -13.8% | -10.2% |
| 30D | -17.3% | +13.2% | -30.5% | -19.7% |
| 3M | -20.1% | -11.9% | -8.2% | -18.2% |
| 6M | -11.3% | -11.6% | +0.3% | -9.5% |
| YTD | +12.5% | -14.7% | +27.2% | +14.9% |
| 1Y | -5.6% | +5.7% | -11.3% | -8.1% |
| All | +38.9% | +137.8% | -98.9% | +18.7% |
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