+46.5%
ETSY vs AFL
+11.7%
+34.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.8% | -6.6% |
| 7D | -8.5% | +0.6% | -9.1% | -8.5% |
| 30D | -10.9% | -6.2% | -4.7% | -10.3% |
| 3M | +14.1% | +2.2% | +11.9% | +14.2% |
| 6M | +37.5% | +5.3% | +32.2% | +36.4% |
| YTD | +38.0% | +8.0% | +30.1% | +38.4% |
| 1Y | +46.5% | +10.2% | +36.3% | +51.4% |
| All | +46.5% | +11.7% | +34.9% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling