+46.9%
ALLE vs TAP
-28.0%
+74.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | -6.8% | -2.1% | -4.7% | -6.3% |
| 3M | +21.0% | +6.6% | +14.4% | +18.5% |
| 6M | +1.1% | -11.5% | +12.6% | +4.4% |
| YTD | -0.5% | -10.3% | +9.7% | +2.4% |
| 1Y | -7.3% | -14.4% | +7.1% | -3.3% |
| All | +46.9% | -28.0% | +74.9% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling