-66.4%
AAL vs TAP
-47.5%
-18.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | +3.4% | -8.0% | +11.4% | +8.4% |
| 30D | +11.7% | +4.1% | +7.7% | +8.7% |
| 3M | -7.8% | -4.4% | -3.4% | -6.2% |
| 6M | +10.2% | -1.9% | +12.2% | +9.9% |
| YTD | -8.0% | -12.1% | +4.0% | -3.3% |
| 1Y | +8.5% | -12.0% | +20.6% | +13.7% |
| 3Y | +19.5% | -25.0% | +44.5% | +34.0% |
| 5Y | -33.9% | -1.1% | -32.8% | -41.3% |
| All | -66.4% | -47.5% | -18.9% | -68.8% |
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