-29.0%
ETSY vs ACI
+21.2%
-50.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.1% |
| 7D | -4.9% | -3.7% | -1.2% | -4.3% |
| 30D | -8.6% | +0.6% | -9.2% | -8.7% |
| 3M | +4.8% | -20.3% | +25.1% | +8.1% |
| 6M | +38.1% | -24.7% | +62.7% | +43.6% |
| YTD | +31.2% | -27.2% | +58.5% | +37.1% |
| 1Y | +22.1% | -32.7% | +54.8% | +29.4% |
| 3Y | +12.2% | -43.9% | +56.2% | +22.4% |
| 5Y | -66.5% | -38.9% | -27.6% | -64.5% |
| All | -29.0% | +21.2% | -50.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling