+33.5%
ETN vs AS
+134.9%
-101.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | -7.6% | +6.9% | -14.6% | -9.1% |
| 30D | -20.8% | +16.0% | -36.8% | -23.5% |
| 3M | -23.6% | -12.8% | -10.7% | -21.6% |
| 6M | -18.5% | -15.4% | -3.1% | -16.0% |
| YTD | +8.2% | -15.7% | +23.9% | +10.8% |
| 1Y | -8.7% | +6.1% | -14.8% | -11.2% |
| All | +33.5% | +134.9% | -101.3% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling