+124.8%
AA vs TAP
-52.1%
+176.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +5.7% |
| 7D | +1.7% | -2.3% | +4.0% | +2.7% |
| 30D | +3.3% | -9.4% | +12.7% | +8.2% |
| 3M | -29.4% | -0.8% | -28.6% | -30.1% |
| 6M | -12.8% | -14.7% | +1.9% | -7.2% |
| YTD | -2.1% | -13.9% | +11.8% | +2.7% |
| 1Y | +62.8% | -18.6% | +81.4% | +75.0% |
| 3Y | +90.5% | -32.0% | +122.5% | +122.2% |
| 5Y | +19.1% | -1.0% | +20.1% | +6.2% |
| 10Y | +124.8% | -51.4% | +176.1% | +119.2% |
| All | +124.8% | -52.1% | +176.9% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling