+117.1%
AA vs TAP
-50.0%
+167.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.7% | -2.3% | +1.6% | +0.5% |
| 30D | +5.0% | -2.1% | +7.1% | +5.7% |
| 3M | -35.8% | +6.6% | -42.4% | -38.8% |
| 6M | -18.4% | -11.5% | -6.9% | -14.7% |
| YTD | -5.5% | -10.3% | +4.8% | -2.8% |
| 1Y | +61.0% | -14.4% | +75.3% | +68.6% |
| 3Y | +66.2% | -28.3% | +94.5% | +88.5% |
| 5Y | +11.4% | +1.7% | +9.7% | -1.7% |
| All | +117.1% | -50.0% | +167.1% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling