-29.0%
ETSY vs ACI
+21.8%
-50.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.6% | -4.3% |
| 7D | -10.9% | -2.6% | -8.4% | -10.5% |
| 30D | -14.9% | +1.1% | -16.0% | -15.0% |
| 3M | +5.8% | -23.6% | +29.4% | +10.1% |
| 6M | +29.1% | -29.9% | +59.1% | +36.3% |
| YTD | +31.3% | -26.9% | +58.2% | +37.1% |
| 1Y | +25.1% | -34.2% | +59.4% | +33.2% |
| 3Y | +8.5% | -43.6% | +52.1% | +18.2% |
| 5Y | -66.1% | -42.4% | -23.7% | -63.8% |
| All | -29.0% | +21.8% | -50.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling