+19,143.8%
AFL vs TAP
+825.0%
+18,318.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.6% | -2.3% | +2.9% | +1.2% |
| 30D | -6.2% | -2.1% | -4.0% | -5.8% |
| 3M | +2.2% | +6.6% | -4.4% | +0.2% |
| 6M | +5.3% | -11.5% | +16.8% | +8.0% |
| YTD | +8.0% | -10.3% | +18.2% | +10.1% |
| 1Y | +10.2% | -14.4% | +24.6% | +13.5% |
| 3Y | +67.1% | -28.3% | +95.4% | +78.0% |
| 5Y | +135.6% | +1.7% | +133.9% | +126.0% |
| 10Y | +299.4% | -49.2% | +348.6% | +337.3% |
| All | +19,143.8% | +825.0% | +18,318.8% | +11,865.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling