+12.2%
ETSY vs AFL
+63.5%
-51.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -4.9% | -1.6% | -3.3% | -4.6% |
| 30D | -8.6% | -4.0% | -4.6% | -7.9% |
| 3M | +4.8% | -0.5% | +5.3% | +5.0% |
| 6M | +38.1% | +6.5% | +31.6% | +36.5% |
| YTD | +31.2% | +6.2% | +25.1% | +29.9% |
| 1Y | +22.1% | +8.3% | +13.8% | +20.3% |
| 3Y | +12.2% | +62.5% | -50.3% | -2.2% |
| All | +12.2% | +63.5% | -51.3% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling