+293.1%
AFL vs TAP
-50.5%
+343.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.3% | -5.3% | +2.0% | -1.5% |
| 30D | -5.0% | -7.4% | +2.4% | -2.6% |
| 3M | -1.8% | -4.9% | +3.2% | -0.4% |
| 6M | +4.8% | -14.2% | +19.0% | +9.8% |
| YTD | +5.4% | -14.8% | +20.3% | +10.3% |
| 1Y | +9.0% | -18.1% | +27.1% | +15.2% |
| 3Y | +63.0% | -32.7% | +95.8% | +82.0% |
| 5Y | +134.5% | -0.5% | +135.0% | +115.3% |
| All | +293.1% | -50.5% | +343.6% | +270.4% |
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