+32.0%
ALC vs TAP
-18.1%
+50.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.1% | -7.8% | +9.9% | +4.2% |
| 30D | +17.2% | +7.1% | +10.1% | +15.3% |
| 3M | +4.6% | -7.0% | +11.7% | +6.4% |
| 6M | +20.1% | -3.8% | +23.9% | +21.0% |
| YTD | -4.2% | -11.7% | +7.5% | -2.1% |
| 1Y | +2.1% | -10.1% | +12.2% | +3.7% |
| 3Y | +4.5% | -23.7% | +28.2% | +9.4% |
| 5Y | -12.3% | +2.9% | -15.2% | -16.3% |
| All | +32.0% | -18.1% | +50.1% | +18.5% |
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 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