-71.2%
AAL vs ETSY
+187.1%
-258.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.1% | -1.0% | +1.0% | +0.1% |
| 30D | +11.7% | +7.3% | +4.4% | +10.3% |
| 3M | -12.5% | +10.3% | -22.9% | -14.5% |
| 6M | +3.6% | +55.1% | -51.4% | -5.1% |
| YTD | -14.1% | +60.5% | -74.6% | -22.5% |
| 1Y | +0.8% | +52.2% | -51.4% | -8.2% |
| 3Y | +11.8% | +40.8% | -29.0% | -0.1% |
| 5Y | -35.1% | -67.3% | +32.2% | -31.1% |
| 10Y | -68.3% | +659.4% | -727.6% | -80.6% |
| All | -71.2% | +187.1% | -258.3% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling