+66.4%
AFL vs TAP
-24.3%
+90.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.4% | -8.0% | +9.4% | +3.0% |
| 30D | +9.7% | +4.1% | +5.6% | +8.8% |
| 3M | +5.5% | -4.4% | +9.9% | +6.1% |
| 6M | +11.2% | -1.9% | +13.1% | +11.2% |
| YTD | +17.1% | -12.1% | +29.1% | +19.1% |
| 1Y | +14.0% | -12.0% | +26.1% | +15.9% |
| All | +66.4% | -24.3% | +90.7% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling