+291.6%
ETR vs ALM
+2,776.7%
-2,485.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.3% | -1.2% |
| 7D | -1.9% | -7.1% | +5.2% | -1.8% |
| 30D | -0.2% | +24.7% | -24.9% | -0.5% |
| 3M | -3.7% | +8.3% | -12.0% | -3.9% |
| 6M | +2.1% | -22.2% | +24.3% | +2.1% |
| YTD | +16.5% | +88.1% | -71.6% | +15.3% |
| 1Y | +22.5% | +272.4% | -249.8% | +20.3% |
| 3Y | +144.7% | +2,004.1% | -1,859.5% | +135.5% |
| 5Y | +125.2% | +915.8% | -790.6% | +117.7% |
| All | +291.6% | +2,776.7% | -2,485.2% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling