+424.6%
ETSY vs AFL
+303.3%
+121.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.9% | -1.6% | -3.3% | -4.3% |
| 30D | -8.6% | -4.0% | -4.6% | -7.2% |
| 3M | +4.8% | -0.5% | +5.3% | +5.0% |
| 6M | +38.1% | +6.5% | +31.6% | +34.6% |
| YTD | +31.2% | +6.2% | +25.1% | +28.0% |
| 1Y | +22.1% | +8.3% | +13.8% | +17.9% |
| 3Y | +12.2% | +62.5% | -50.3% | -9.4% |
| 5Y | -66.5% | +136.2% | -202.6% | -76.8% |
| All | +424.6% | +303.3% | +121.3% | +191.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling