+12.4%
AA vs TAP
+2.2%
+10.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -0.7% | -2.3% | +1.6% | +0.1% |
| 30D | +5.0% | -2.1% | +7.1% | +5.5% |
| 3M | -35.8% | +6.6% | -42.4% | -37.8% |
| 6M | -18.4% | -11.5% | -6.9% | -15.4% |
| YTD | -5.5% | -10.3% | +4.8% | -3.3% |
| 1Y | +61.0% | -14.4% | +75.3% | +67.4% |
| 3Y | +66.2% | -28.3% | +94.5% | +85.3% |
| All | +12.4% | +2.2% | +10.3% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling