+137.3%
ETSY vs AIG
+69.1%
+68.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -12.9% | -1.4% | -11.4% | -12.5% |
| 30D | -11.5% | -3.3% | -8.1% | -10.5% |
| 3M | +3.5% | +2.2% | +1.4% | +2.8% |
| 6M | +27.6% | -2.1% | +29.7% | +28.0% |
| YTD | +28.4% | -11.2% | +39.6% | +32.1% |
| 1Y | +27.1% | -2.1% | +29.2% | +26.1% |
| 3Y | +6.0% | +34.4% | -28.3% | -6.0% |
| 5Y | -67.1% | +53.7% | -120.9% | -72.2% |
| 10Y | +421.9% | +64.4% | +357.5% | +282.8% |
| All | +137.3% | +69.1% | +68.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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