+138.6%
ETSY vs AEE
+256.4%
-117.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -12.7% | -0.7% | -12.1% | -12.5% |
| 30D | -9.9% | -2.0% | -8.0% | -9.4% |
| 3M | +4.2% | -2.8% | +7.0% | +5.1% |
| 6M | +34.2% | -3.6% | +37.8% | +35.2% |
| YTD | +29.1% | +7.3% | +21.8% | +25.2% |
| 1Y | +23.8% | +8.7% | +15.1% | +19.4% |
| 3Y | +6.6% | +46.0% | -39.4% | -7.8% |
| 5Y | -67.0% | +39.8% | -106.8% | -71.3% |
| 10Y | +424.9% | +191.4% | +233.4% | +250.1% |
| All | +138.6% | +256.4% | -117.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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