-66.0%
AAL vs TAP
-52.1%
-13.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +0.7% |
| 7D | -0.3% | -2.3% | +2.0% | +1.0% |
| 30D | -19.0% | -9.4% | -9.6% | -14.4% |
| 3M | -5.1% | -0.8% | -4.3% | -5.2% |
| 6M | +15.5% | -14.7% | +30.2% | +25.4% |
| YTD | -15.8% | -13.9% | -1.8% | -9.8% |
| 1Y | -0.3% | -18.6% | +18.3% | +9.7% |
| 3Y | -7.7% | -32.0% | +24.4% | +10.5% |
| 5Y | -32.5% | -1.0% | -31.5% | -39.9% |
| 10Y | -66.0% | -51.4% | -14.6% | -66.8% |
| All | -66.0% | -52.1% | -13.9% | -66.8% |
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