+17.4%
ALLE vs TAP
+2.2%
+15.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.5% |
| 30D | -6.8% | -2.1% | -4.7% | -6.3% |
| 3M | +21.0% | +6.6% | +14.4% | +18.4% |
| 6M | +1.1% | -11.5% | +12.6% | +4.4% |
| YTD | -0.5% | -10.3% | +9.7% | +2.3% |
| 1Y | -7.3% | -14.4% | +7.1% | -3.4% |
| 3Y | +42.3% | -28.3% | +70.5% | +54.6% |
| All | +17.4% | +2.2% | +15.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling