-32.2%
AAL vs ETSY
-67.3%
+35.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -0.9% | -12.7% | +11.8% | +2.8% |
| 30D | -16.0% | -9.9% | -6.0% | -13.8% |
| 3M | -4.2% | +4.2% | -8.4% | -6.0% |
| 6M | +15.7% | +34.2% | -18.5% | +4.6% |
| YTD | -16.2% | +29.1% | -45.3% | -23.7% |
| 1Y | +0.2% | +23.8% | -23.6% | -9.4% |
| 3Y | -8.1% | +6.6% | -14.7% | -17.4% |
| 5Y | -32.2% | -67.0% | +34.8% | -31.3% |
| All | -32.2% | -67.3% | +35.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 5y: compounded portfolio wealth divided by compounded ETSY 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…
5y analysis · Full analysis span regression · 6 months rolling