+7,064.4%
ETN vs AU
+755.5%
+6,308.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.9% |
| 7D | +3.5% | -4.3% | +7.8% | +4.0% |
| 30D | -7.5% | +7.3% | -14.8% | -8.3% |
| 3M | +8.3% | +26.3% | -18.0% | +5.6% |
| 6M | +20.2% | +1.8% | +18.4% | +19.2% |
| YTD | +34.7% | +26.8% | +7.9% | +30.6% |
| 1Y | +19.4% | +66.7% | -47.2% | +12.7% |
| 3Y | +85.5% | +579.1% | -493.6% | +51.4% |
| 5Y | +186.6% | +689.3% | -502.7% | +125.6% |
| 10Y | +724.7% | +686.6% | +38.1% | +509.6% |
| All | +7,064.4% | +755.5% | +6,308.8% | +4,972.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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