-71.8%
AAL vs ETSY
+134.9%
-206.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -0.8% |
| 7D | -0.3% | -10.9% | +10.6% | +1.8% |
| 30D | -19.0% | -14.9% | -4.1% | -16.7% |
| 3M | -5.1% | +5.8% | -10.9% | -6.4% |
| 6M | +15.5% | +29.1% | -13.6% | +9.0% |
| YTD | -15.8% | +31.3% | -47.1% | -21.0% |
| 1Y | -0.3% | +25.1% | -25.4% | -6.6% |
| 3Y | -7.7% | +8.5% | -16.1% | -13.4% |
| 5Y | -32.5% | -66.1% | +33.6% | -28.0% |
| 10Y | -66.0% | +410.3% | -476.3% | -77.9% |
| All | -71.8% | +134.9% | -206.7% | -81.4% |
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