+137.3%
ETSY vs AEIS
+1,029.4%
-892.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | -12.9% | +6.5% | -19.3% | -15.1% |
| 30D | -11.5% | -9.2% | -2.3% | -9.3% |
| 3M | +3.5% | -8.3% | +11.9% | +1.5% |
| 6M | +27.6% | -6.3% | +34.0% | +20.4% |
| YTD | +28.4% | +36.5% | -8.1% | +0.4% |
| 1Y | +27.1% | +84.8% | -57.7% | -14.3% |
| 3Y | +6.0% | +176.6% | -170.5% | -43.4% |
| 5Y | -67.1% | +237.1% | -304.2% | -83.9% |
| 10Y | +421.9% | +554.7% | -132.8% | +89.4% |
| All | +137.3% | +1,029.4% | -892.1% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling