+138.6%
ETSY vs AFL
+363.2%
-224.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -12.7% | -3.3% | -9.4% | -11.5% |
| 30D | -9.9% | -5.0% | -5.0% | -8.1% |
| 3M | +4.2% | -1.8% | +5.9% | +4.9% |
| 6M | +34.2% | +4.8% | +29.3% | +31.5% |
| YTD | +29.1% | +5.4% | +23.7% | +26.1% |
| 1Y | +23.8% | +9.0% | +14.8% | +19.0% |
| 3Y | +6.6% | +63.0% | -56.4% | -15.0% |
| 5Y | -67.0% | +134.5% | -201.5% | -77.5% |
| 10Y | +424.9% | +298.6% | +126.3% | +156.3% |
| All | +138.6% | +363.2% | -224.6% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling