+208.8%
ALLE vs TAP
-48.8%
+257.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +0.1% | -4.5% | +4.6% | +1.7% |
| 30D | +25.9% | +7.5% | +18.5% | +22.8% |
| 3M | +14.9% | -4.9% | +19.8% | +16.6% |
| 6M | +42.1% | -3.5% | +45.6% | +43.0% |
| YTD | +20.4% | -11.4% | +31.8% | +24.4% |
| 1Y | +14.9% | -10.8% | +25.7% | +18.3% |
| 3Y | +90.1% | -24.5% | +114.6% | +104.4% |
| 5Y | +53.0% | +2.5% | +50.5% | +44.2% |
| 10Y | +208.8% | -47.6% | +256.4% | +213.5% |
| All | +208.8% | -48.8% | +257.7% | +213.5% |
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