-65.8%
ETSY vs AEIS
+232.6%
-298.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | -0.2% |
| 7D | -4.9% | +2.3% | -7.2% | -5.8% |
| 30D | -8.6% | -14.8% | +6.2% | -3.9% |
| 3M | +4.8% | -15.6% | +20.4% | +6.5% |
| 6M | +38.1% | -8.7% | +46.8% | +29.9% |
| YTD | +31.2% | +37.3% | -6.1% | -4.1% |
| 1Y | +22.1% | +80.3% | -58.2% | -25.2% |
| 3Y | +12.2% | +177.9% | -165.7% | -52.0% |
| All | -65.8% | +232.6% | -298.4% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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