+20,769.2%
AFL vs TAP
+806.5%
+19,962.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +1.4% | -8.0% | +9.4% | +3.6% |
| 30D | +9.7% | +4.1% | +5.6% | +8.4% |
| 3M | +5.5% | -4.4% | +9.9% | +6.4% |
| 6M | +11.2% | -1.9% | +13.1% | +11.1% |
| YTD | +17.1% | -12.1% | +29.1% | +19.8% |
| 1Y | +14.0% | -12.0% | +26.1% | +16.5% |
| 3Y | +66.3% | -25.0% | +91.3% | +74.9% |
| 5Y | +152.7% | -1.1% | +153.8% | +143.7% |
| 10Y | +341.3% | -47.6% | +389.0% | +379.5% |
| All | +20,769.2% | +806.5% | +19,962.7% | +12,912.5% |
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