+67.2%
AEP vs ETSY
-66.2%
+133.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.9% | -4.9% | +4.0% | -0.8% |
| 30D | -1.1% | -8.6% | +7.6% | -0.8% |
| 3M | -3.3% | +4.8% | -8.1% | -3.5% |
| 6M | -4.6% | +38.1% | -42.7% | -5.8% |
| YTD | +9.4% | +31.2% | -21.8% | +8.2% |
| 1Y | +16.9% | +22.1% | -5.2% | +15.4% |
| 3Y | +76.6% | +12.2% | +64.4% | +73.4% |
| All | +67.2% | -66.2% | +133.4% | +58.7% |
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