+236.7%
AEP vs ETSY
+134.9%
+101.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.6% | +0.9% |
| 7D | +2.0% | -10.9% | +12.9% | +2.4% |
| 30D | +0.5% | -14.9% | +15.4% | +1.1% |
| 3M | -0.3% | +5.8% | -6.1% | -0.6% |
| 6M | -3.5% | +29.1% | -32.6% | -4.6% |
| YTD | +11.3% | +31.3% | -20.1% | +9.8% |
| 1Y | +20.2% | +25.1% | -4.9% | +18.4% |
| 3Y | +79.8% | +8.5% | +71.3% | +76.7% |
| 5Y | +65.6% | -66.1% | +131.7% | +67.3% |
| 10Y | +169.3% | +410.3% | -241.0% | +138.7% |
| All | +236.7% | +134.9% | +101.8% | +194.9% |
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