+21.4%
ALC vs TAP
-20.2%
+41.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.0% |
| 7D | -3.7% | -2.3% | -1.4% | -3.1% |
| 30D | -3.7% | -9.4% | +5.7% | -1.5% |
| 3M | +4.6% | -0.8% | +5.4% | +4.7% |
| 6M | -14.6% | -14.7% | +0.1% | -11.6% |
| YTD | -11.9% | -13.9% | +2.1% | -9.3% |
| 1Y | -13.1% | -18.6% | +5.5% | -9.6% |
| 3Y | -15.0% | -32.0% | +17.0% | -8.4% |
| 5Y | -16.2% | -1.0% | -15.2% | -19.3% |
| All | +21.4% | -20.2% | +41.6% | +9.7% |
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 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