+214.9%
ETN vs AUR
-35.7%
+250.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.8% |
| 7D | +3.5% | +1.4% | +2.1% | +3.4% |
| 30D | -7.5% | -6.4% | -1.1% | -7.0% |
| 3M | +8.3% | +7.7% | +0.6% | +7.3% |
| 6M | +20.2% | +44.5% | -24.3% | +15.2% |
| YTD | +34.7% | +67.4% | -32.8% | +26.9% |
| 1Y | +19.4% | +15.4% | +4.0% | +16.2% |
| 3Y | +85.5% | +94.8% | -9.3% | +63.7% |
| 5Y | +186.6% | -35.1% | +221.7% | +148.8% |
| All | +214.9% | -35.7% | +250.6% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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